Module Identifier MA36010  
Module Title COMPARATIVE STATISTICAL INFERENCE  
Academic Year 2007/2008  
Co-ordinator Dr John A Lane  
Semester Semester 2  
Other staff Dr John A Lane  
Pre-Requisite MA26010  
Course delivery Lecture   19 Hours. (19x 1 hour lectures)  
  Seminars / Tutorials   3 Hours. (3 x 1 hour example classes)  
Assessment
Assessment TypeAssessment Length/DetailsProportion
Semester Exam2 Hours (written examination)  100%
Supplementary Assessment2 Hours (written examination)  100%

Learning outcomes

On completion of this module, a student should be able to:
1. construct and interpret Classical confidence intervals and tests of hypotheses for a population mean (Normal) and a probability parameter;
2. set up a Bayesian analysis of the same situations;
3. interpret prior and posterior distributions for parameters and construct Bayesian confidence intervals;
4. explain the differences between Classical and Bayesian analyses;
5. extend the ideas to other distributional families;
6. explain the bases of other forms of inference such as the fiducial and likelihood approaches.

Brief description

This module re-examines the ideas of confidence intervals and hypothesis testing in Classical Inference and considers their interpretation more deeply. An alternative approach known as Bayesian Inference is introduced and developed, and consideration given to the formal description of prior information along with the way this information is modified in the presence of data. The concepts prior, posterior, predictive and preposterior are introduced. Applications to inferences about a (Normal) population mean and a (Binomial) probability parameter are discussed in detail, and extensions to other distributional families indicated. [The meanings and interpretations of the two approaches are discussed at length, along with the philosophical bases of other forms of statistical inference, such as the fiducial and likelihood approaches.]

Aims

To introduce the basic ideas and concepts of statistical inference.

Content

1. CLASSICAL INFERENCE Basic ideas. Point estimators, bias, mean squared error. Consistency, relative efficiency. Likelihood. The Cramer-Rao Theorem and the minimum variance bound. Efficiency. MVBUE's and their existence. Sufficiency. Rao-Blackwell Theorem and its application.
2. BAYESIAN INFERENCE Bayes' Theorem. Prior and posterior odds. Prior and posterior distributions. Conjugate families. Prior knowledge and prior ignorance. Quantification of knowledge. Predictive distributions. Preposterior distributions. Bayesian point estimation, loss functions.
3. CONFIDENCE STATEMENTS Classical: pivotal functions, confidence intervals, exact confidence intervals for discrete data. Shortest intervals.Bayesian: highest density intervals, predictive intervals.
4. HYPOTHESIS TESTING Classical: null and alternative hypotheses. Neyman Pearson theory. UMP tests. Bayesian: Bayesian decisions, risk, preposterior risk.
5. OVERVIEW Comparisons between Classical and Bayesian approaches. Ideas of fiducial and likelihood approaches.

Reading Lists

Books
** Recommended Text
Hogg, Robert V. (c2006.) Probability and statistical inference /Robert V. Hogg, Elliot A. Tanis. Prentice Hall 0131464132
** Supplementary Text
Freund, John E. (c2004.) John E. Freund's mathematical statistics with applications /John E. Freund. Prentice Hall 0131246461
Garthwaite, Paul H. (c2002 (2006 pri) Statistical inference /Paul Garthwaite, Ian Jolliffe, and Byron Jones. Oxford University Press 0198572263
Gelman, Carlin, Stern, Rubin (c2004.) Bayesian data analysis /Andrew Gelman ... [et al.]. Chapman & Hall/CRC 158488388X
Larsen, Richard J. (2005.) An introduction to mathematical statistics /Richard J. Larsen, Morris L. Marx. Prentice Hall 0132018136PBK
Lee, Peter M. (1997 (2001 prin) Bayesian statistics :an introduction /Peter M. Lee. Arnold 0340677856
Lindgren, B. W. (c1993.) Statistical theory /Bernard W. Lindgren. Chapman & Hall 0412041812
Wackerly, Dennis (Sept. 2007) Mathematical Statistics W/Applications Brooks/Cole 0495110817CLOTHTEXT
** Recommended Background
V D Barnett Comparative Statistical Inference Wiley

Notes

This module is at CQFW Level 6