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Stat 3902

statistical models

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willissugis1
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37 views2 pages

Stat 3902

statistical models

Uploaded by

willissugis1
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Online Syllabuses and Regulations (4 Years Curriculum) https://webapp.science.hku.hk/sr4/servlet/enquiry?Type=Course&cours...

Enquiry for Course Details


STAT3902 Statistical models (6 credits) Academic Year 2024
Offering Department Statistics & Actuarial Science Quota ---
Course Co-ordinator Dr M Hofert, Statistics & Actuarial Science < [email protected] >
Teachers Involved (Dr M Hofert,Statistics & Actuarial Science)
Course Objectives This course provides a rigorous introduction to fundamental concepts in probability and mathematical statistics,
including probabilistic modelling, limiting results, estimation and hypothesis testing. It is an approved Validation by
Educational Experience (VEE) course by the Society of Actuaries (SOA).
Course Contents & Topics Random variables and vectors, distribution and quantile functions, covariance and correlation matrices, strong
law of large numbers, central limit theorem, estimators and their (asymptotic) properties, parametric estimators
(maximum likelihood, method of moments), (asymptotic) confidence intervals (mean and variance of a normal,
difference of means of two normals, ratio of means of two normals), hypothesis tests (theory, power function, p-
value, asymptotic tests, likelihood ratio tests).
Course Learning On successful completion of this course, students should be able to:
Outcomes
CLO 1 understand the fundamentals of probability
CLO 2 learn about basic concepts in mathematical statistics
CLO 3 understand the concepts of point estimation, interval estimation and hypothesis testing
CLO 4 apply the learned concepts

Pre-requisites Pass in STAT2901; and


(and Co-requisites and Not for students who have passed in STAT2602, or already enrolled in this course; and
Impermissible For BSc(Actuarial Science) students only.
combinations)
Course Status with 2U000C629 BSc(ActuarSc) (4)
Related Major/Minor / 2024 BSc in Actuarial Science ( Core/Compulsory )
Professional Core 2023 BSc in Actuarial Science ( Core/Compulsory )
2022 BSc in Actuarial Science ( Core/Compulsory )
2021 BSc in Actuarial Science ( Core/Compulsory )
2020 BSc in Actuarial Science ( Core/Compulsory )
Course to PLO Mapping 2024 BSc in Actuarial Science < PLO 1,3,5 >
2023 BSc in Actuarial Science < PLO 1,3,5 >
2022 BSc in Actuarial Science < PLO 1,3,5 >
2021 BSc in Actuarial Science < PLO 1,3,5 >
2020 BSc in Actuarial Science < PLO 1,3,5 >
Offer in 2024 - 2025 Y 1st sem Examination Dec
Offer in 2025 - 2026 Y
Course Grade A+ to F
Grade Descriptors A Demonstrate thorough mastery at an advanced level of extensive knowledge and skills required for attaining all the course
learning outcomes. Show strong analytical and critical abilities and logical thinking, with evidence of original thought, and ability
to apply knowledge to a wide range of complex, familiar and unfamiliar situations. Apply highly effective organizational and
presentational skills.

B Demonstrate substantial command of a broad range of knowledge and skills required for attaining at least most of the course
learning outcomes. Show evidence of analytical and critical abilities and logical thinking, and ability to apply knowledge to
familiar and some unfamiliar situations. Apply effective organizational and presentational skills.

C Demonstrate general but incomplete command of knowledge and skills required for attaining most of the course learning
outcomes. Show evidence of some analytical and critical abilities and logical thinking, and ability to apply knowledge to most
familiar situations. Apply moderately effective organizational and presentational skills.

D Demonstrate partial but limited command of knowledge and skills required for attaining some of the course learning outcomes.
Show evidence of some coherent and logical thinking, but with limited analytical and critical abilities. Show limited ability to
apply knowledge to solve problems. Apply limited or barely effective organizational and presentational skills.

Fail Demonstrate little or no evidence of command of knowledge and skills required for attaining the course learning outcomes.
Lack of analytical and critical abilities, logical and coherent thinking. Show very little or no ability to apply knowledge to solve
problems. Organization and presentational skills are minimally effective or ineffective.

Communication-intensive N
Course
Course Type Lecture-based course
Course Teaching Activities Details No. of Hours
& Learning Activities
Lectures 36
Tutorials 12
Reading / Self study 100

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Online Syllabuses and Regulations (4 Years Curriculum) https://webapp.science.hku.hk/sr4/servlet/enquiry?Type=Course&cours...

Assessment Methods Methods Details Weighting in final Assessment Methods


and Weighting course grade (%) to CLO Mapping
Assignments Coursework (assignments, 40 CLO 1,2,3,4
tutorials, and a class test)
Examination One 2-hour written examination 60 CLO 1,2,3,4

Required/recommended Casella G., Berger R. L.: Statistical Inference, 2nd edition, Duxbury, 2001.
reading
and online materials
Course Website http://moodle.hku.hk
Additional Course NIL
Information
 Back /  Home

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