Contacts:

Lecturer:

Dr. Davide Ferrari

Office: 224 Richard Berry Building
Phone: 3 90358658
E-mail: dferrari@unimelb.edu.au
Consulatation hours: TWF 2p-3pm
Tutor Coordinator:

Kevin Vo
Office: Room 210 Richard Berry Building
E-mail: kevin.vo.kxvo@gmail.com

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My research interests:
My main research interests are minimum divergence estimation
methods, robust statistics and model selection. Recently, I have
started working on composite likelihood methods for complex
biological spatio-temporal data which allows me to combine my
interest in likelihood-based methods with my interest in biomedical
applications.
1. Semi-parametric estimation for long-range time series data (with La Vecchia,
D., Univ of Geneva)
2. Confidence sets for model selection (with Chao Zheng, UniMelb and Prof.
Yang, Univ of Minnesota)
3. Composite likelihood methods for big and complex data (with Zhendong
Huang)
4. Spatio-temporal models for multi-color clonal cell tracking (with PuXue Qiao,
Prof. Fred Hollande, UniMelb Pathology)
5. Stress/cancer modeling by generalized mixed-models (with Dr Sloan, E.,
Monash University)
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Why study statistics?

I keep saying the sexy job in the next ten years will be
statisticians... The ability to take data - to be able to
understand it, to process it, to extract value from it, to visualize
it, to communicate its going to be a hugely important skill in
the next decades ... I think statisticians are part of it, but its
just a part. You also want to be able to visualize the data,
communicate the data, and utilize it effectively.
Googles Chief Economist Hal Varian on Statistics and Data Science

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Drawning in data

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MAST20005/MAST90058 Overview

This subject introduces the theory necessary to understand modern

statistical inference and statistical computation. It demonstrates how
many commonly used statistical procedures arise as applications of a
common theory. Students will develop the ability to fit probability
models to data and testing hypotheses about model parameters using
parametric,non-parametric, Bayesian and bootstrapping approaches.
The subject demonstrates the importance of the underlying
mathematical theory of statistics and the use of modern computer
software. It is neither an applied statistics nor a data analysis course.

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Assessment

3 assignments (20%)
1. Beginning of Week 4, Due at the end of Week 5
2. Beginning of Week 7, Due at the end of Week 8
3. Beginning of Week 10, Due at the end of Week 11
Computer Laboratory Test held in Week 12 (10%)
3-hour written examination in the examination period (70%)

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Textbook

Hogg and Tanis, Probability and Statistical Inference, Prentice Hall

(either 7th , 8th or 9th Edition will work). Subject mostly based on
Chapters 6-10.
Datasets from the textbook are available from the server in the

Maths/Stats computer labs.

I will assign regularly problems from the textbook but I will also

write new problems

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Computing

The subject introduces basic programming and statistical

computing skills
We make extensive use of the open source package R which may

be downloaded from from http://cran.ms.unimelb.edu.au/

We will use a nice companion interface called R Studio:

https://www.rstudio.com/

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LMS web-site
The subject web-site, available through Learning Management System
(LMS), contains, among other things:
Announcements: Occasional announcements, usually

administrative; e.g. reminders of due dates.

Lecture notes: Overheads, Supplementary readings (e.g. articles)
Problem sets: Problems that relate to the lectures, from which the

weekly tutorial problems will be taken.

Computer Labs: Weekly computer labs right after the tutorial.

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More on final exam and assignments

Exam: Standard three hour format. The questions, for the most

part, will be like the tutorial problems and the assignments. There
will be questions involving interpretation of R output.
Cheat sheet: You are allowed to take with you 3 double-sided A4

pages with formulas

Assignments: Include problems similar to tutorial problems. Some

of the problems will be on the longer side and will assess practical
data analysis skills. This kind of problem will also involve report
writing and computer use, particularly R.

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Course structure
The best way (maybe the only way) to learn statistics is solving
problems!
Lectures: I will explain theoretical concepts but also give plenty of

examples.
Tutorials: Discussion of weekly problems typically assigned on

Thursdays . Opportunity for clarification of the stuff not explained

properly in lectures. Answers to tutorial problems will appear on
the subject web-site the following week.
Tutorial problems: The tutorial problems are not assessed directly,

though a few of them will be used as the basis of exam questions.

Computer Labs: One hour per week. Note: R will be essential for

some of the problems, some of the assignment questions and will

also be examined.
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Topics:
1. Review of basic concepts: probability, distributions and random variables (Ch
15).
2. Introduction to statistical inference, point estimation (Ch 6)
3. Interval estimation for means and variances (Ch 6)
4. Regression (Ch 6)
5. Interval Estimation for proportions and sample Size (Ch 7)
6. Hypothesis tests (Ch 7)
7. Analysis of variance (Ch 7)
8. Order statistics and confidence intervals for percentiles (Ch 8)
9. Rank Tests, Chi-square tests and contingency tables (Ch 8)
10. Introduction to bootstrap and resampling methods (Ch 8)
11. Introduction to Bayesian methods (Ch 9)
12. Theory of hypothesis tests: power, best critical regions, likelihood ratio test
(Ch 10)
13. Asymptotic distributions of Maximum Likelihood Estimators and M-estimators
(Ch 10)
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