Course Title Statistical Inference

Course Code STAT3602 No. of Credits 6

Department Statistics & Actuarial Science Faculty Science

Course Coordinator(s) Prof S M S Lee (Office: RRS227)

Email smslee@hku.hk Telephone No. 3917 8323

Other Course
Teacher(s)/Tutor(s) SUN Xianlin (sxl1998@connect.hku.hk)
Total: 148 Learning Hours.
Learning Hours
Lecture (36hr), Tutorial (12hr), Reading / Self Study (100hr)

Student Quota No limit

Course Type Core Course Compulsory Elective Other ________________

Offer in Academic Year 1st Semester 2nd Semester Summer Year Long Other ______________

COURSE DESCRIPTION
This course covers the advanced theory of point estimation, interval estimation and hypothesis testing. Using a
mathematically-oriented approach, the course provides a formal treatment of inferential problems, statistical
methodologies and their underlying theory. It is suitable in particular for students intending to further their studies or to
develop a career in statistical research.

COURSE OBJECTIVES
On successful completion of the course, students should be able to:
1. Form a panoramic view of classical developments in mathematical statistics.
2. Gain thorough insight into the essentials of statistical inference.
3. Build a solid foundation for future research studies in statistics and related areas.
GUIDELINES ON GRADING AND STANDARDS OF ASSESSMENT
General Course Grade Descriptors
Please note: HKU has adapted standards-based assessment, thus, when using standards-based assessment as opposed
to norm-based assessment, descriptors should be established so that students are clear about what is expected of them.
Students will receive a score based on these benchmarks as opposed to a ranking based on a norm.
Demonstrate thorough mastery at an advanced level of extensive knowledge and skills required for attaining
A 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.
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,
B and ability to apply knowledge to familiar and some unfamiliar situations. Apply effective organizational and
presentational skills.
Demonstrate general but incomplete command of knowledge and skills required for attaining most of the
C 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.
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
D critical abilities. Show limited ability to apply knowledge to solve problems. Apply limited or barely effective
organizational and presentational skills.
Demonstrate little or no evidence of command of knowledge and skills required for attaining the course
F 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.
COURSE CONTENT
Course topics include:
• Decision problem – frequentist approach: loss function; risk; decision rule; admissibility; minimaxity; unbiasedness;
Bayes’ rule;
• Decision problem – Bayesian approach: prior and posterior distributions, Bayesian inference;
• Estimation theory: exponential families; likelihood; sufficiency; minimal sufficiency; completeness; UMVU estimators;
information inequality; large-sample theory of maximum likelihood estimation;
• Hypothesis testing: UMP test; monotone likelihood ratio; UMPU test; conditional test; large-sample theory of likelihood
ratio; confidence set;
• Nonparametric inference: bootstrap methods.

COURSE LEARNING OUTCOMES

Aligned
Course Learning Outcomes (CLOs)
Programme
Learning
Outcomes (PLOs)
Upon successful completion of the course, students should be able to
1. Form a panoramic view of classical developments in mathematical statistics; 1, 4

2. Gain thorough insight into the essentials of statistical inference; 1, 5

3. Build a solid foundation for future research studies in statistics and related areas. 1, 5

COURSE TEACHING AND LEARNING ACTIVITIES

Aligned Course
Course Teaching and Learning Activities Learning
Outcomes (CLOs)
There are four contact hours weekly (lecture: 3 hours, tutorial: 1 hour)

1. Lectures 1, 2, 3
2. Assignments 1, 2, 3
3. Class Tests 1, 2, 3
4. Written Examination 1, 2, 3

COURSE ASSESSMENT METHODS

Aligned Course
Assessment Method Description Weight Learning
Outcomes (CLOs)

Coursework Assignments, mini-project, class test. 40% 1, 2, 3

Exam 60% 1, 2, 3

ESSENTIAL READINGS: (Journals, textbooks, website addresses etc.)

References
1) Berry, D.A. & Lindgren, B.W. (1996). Statistics: Theory and Methods. Duxbury: Belmont.
2) Bickel, P.J. & Doksum, K.A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics, Vol. 1. Prentice Hall:
Upper Saddle River, N.J.
3) Efron, B. and Tibshirani, R.J. (1993). An Introduction to the Bootstrap. Chapman & Hall: New York.
4) Freund, J.E. (1992). Mathematical Statistics. Prentice Hall: Englewood Cliffs, N.J.
5) Hogg, R.V. & Craig, A.T. (1989). Introduction to Mathematical Statistics. Macmillan: New York.
6) Pace, L. & Salvan, A. (1997). Principles of Statistical Inference: from a neo-Fisherian perspective. World Scientific:
Singapore.
7) Wasserman, L. (2006). All of Nonparametric Statistics. Springer.
8) Young, G.A. & Smith, R.L. (2005). Essentials of Statistical Inference. Cambridge University Press: Cambridge.

CETL Ver. 1.1 2 9/1/2022

MEANS/PROCESSES FOR STUDENT FEEDBACK ON COURSE

The SETL questionnaire is one of the ways HKU courses and teaching are evaluated. HKU places significant importance on
student learning and on the continuous enhancement of teaching and learning outcomes.
Students are asked to complete this evaluation of their learning experiences at the conclusion of each course in which they
enroll. Questionnaire items relate to the overall evaluation of the course as well as an evaluation of teaching.
Regular feedback on the course is requested from students through email and the moodle forum.

COURSE POLICY (including plagiarism, academic honesty, attendance etc)

Unless otherwise stated, the normal course administration policies and rules of the Faculty of Science apply. For the policy,
see http://www.ss.hku.hk.
The University Regulations on academic misconduct will be strictly enforced. Please refer to
http://www.hku/hk/student/plagiarism/ for further details. In addition, students should familiarise themselves with
http://lib.hku/hk/turnitin/.

DEPARTMENT'S POLICY ON ABSENCE FROM CLASS TEST

If for any reason you are or have been unable to attend a mid-term/class test, and if you wish to have a supplementary mid-
term/class test,
(a) all full-time students (including MStat students) should write to the General Office of the Department of Statistics
and Actuarial Science giving reasons for your absence;
(b) all part-time students should write to the course instructor giving reasons for your absence, within 7 days of the
absence.
A special/supplementary test is normally granted to those absent from the original test due to illness and with original
medical certificate provided. Students absent due to other reasons are not granted a special/supplementary test unless with
very special circumstances and with valid documental proofs provided.

CETL Ver. 1.1 3 9/1/2022