Mathematical Statistics (STAT3001)


	Mathematics

Welcome to the Home Page of

Semester 1, 2008

NEW MESSAGES:

I have added some past exams.
The solutions to the fourth problem set are now available below.
I have been advised informally that the STAT3001/STAT7301 exam will be held on 18 June in room 78-344, starting 02:30PM. It is your responsibility to check the official examination date/time/venue.
The fifth (and final) problem set can now be downloaded below.
Please let me know if you spot errata in the notes; I will keep updating the errata list.

Profile
Please read the course profile carefully.

Lecture notes
I have prepared lecture notes with all the material that you need to know (assuming the background of STAT2003/STAT2004). The lecture notes are now available from the University Copyshop. Alternatively, you can ask me for an electronic copy.

Errata
Please report any errors in the notes and assignments. Here is the latest list of errata.

Tutorials
During the tutorials you will be asked to work on 5 assignments, comprising several theoretical and practical questions. You can view the marks for you assignments online. The tutor for this course is Josh Chan, chancc@maths.uq.edu.au

Exam
Read the course profile for the STAT3001 examination arrangements. The final exam counts towards 50% of the final mark. The following formula sheet will be provided at the exam.
As I have completely revamped the course, the past exams are not representative. I have indicated which (sub)questions are relevant for the 2008 exam.

exam 2003 (pdf) 1(i), 2(b), 4.
exam 2005 (pdf) 1(a), 2(b), 4, 5.
exam 2006 (pdf) 1, 2(b), 3 (except Rao's test), 4 (i, ii, iii), 5.
exam 2007 (pdf) 1, 2 (in (b) replace Bayes estimator with the posterior mean, and in (c) replace with Bayesian confidence interval), 3 (a), 4, 5.

Assignments
There are 5 assignments, each counting 10% towards your final mark. Some of the assignments involve numerical work. Access to a computer with matlab is provided. The assignment questions will be handed out during lectures. Alternatively, they may be downloaded from the table below. No credit will be given for late assignments.

Set Due Download

Assignment 1 Fri, week 3 Problem Set 1 | Solutions

Assignment 2 Fri, week 5 Problem Set 2 | Solutions

Assignment 3 Thu, week 8 Problem Set 3 | Solutions

Assignment 4 Fri, week 11 Problem Set 4 | Solutions

Assignment 5 Fri, week 13 Problem Set 5 | Solutions

Lecture Schedule
Here is the course schedule for STAT3001.

Matlab
I will not be using any specialised statistics software. Instead I will use Matlab for the numerical experiments. There are many tutorials and quick introductions to Matlab available on the net. A good starting point is Graeme Chandler's Introduction to Matlab . You can find the Matlab programs that I discussed during the lectures and the data sets for the assignments on the following web page: Programs and data sets.

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