Course Title: Sequential Analysis
Part A: Course Overview
Course Title: Sequential Analysis
Credit Points: 12.00
Terms
Course Code |
Campus |
Career |
School |
Learning Mode |
Teaching Period(s) |
MATH1313 |
City Campus |
Postgraduate |
145H Mathematical & Geospatial Sciences |
Face-to-Face |
Sem 1 2007 |
Course Coordinator: A/Prof Basil M de Silva
Course Coordinator Phone: +61 3 9925 2252
Course Coordinator Email: desilva@rmit.edu.au
Pre-requisite Courses and Assumed Knowledge and Capabilities
Basic concept of random variables and probability distributions; fundamentals of point estimation, interval estimation and hypotheses testing.
Course Description
Wald’s sequential probability ratio test; average sample number; sequential tests for composite hypotheses; sequential point and interval estimation; Stein’s two - stage procedure; asymptotic theory for sequential estimation; multi - stage sequential procedures; sequential bootstrapping. S - PLUS statistical computing package will be used.
Objectives/Learning Outcomes/Capability Development
You will improve or gain capabilities in:
• the application of sequential statistical techniques;
• critically examining sequential procedures for appropriate statistical analyses;
• the use of S-PLUS, statistical software package, to analyse data.
The course will cover both theory and applications of sequential procedures for point estimation, hypothesis testing and fix-width confidence interval estimation. The techniques unique to the sequential setting such as two-stage, three-stage and purely sequential procedures will also be covered in the course. Skills will be developed with S-PLUS, a leading statistical analysis software package.
Overview of Learning Activities
You will attend two hours of lectures per week. If you are experiencing difficulty in understanding the lecture material you may seek free help from the lecturer during the advertised consulting times.
Overview of Learning Resources
There will be a list of recommended textbooks for this course. In addition you will be given lecture notes and assignments
Overview of Assessment
Assessment of this course based on assignment work done during the semester and an end of semester examination.