SDST2602 Probability and statistics II (6 credits) | Academic Year | 2025 | |||||||||||||
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Offering Department | SCDS (Department of Statistics and Actuarial Science) | Quota | --- | ||||||||||||
Course Co-ordinator | Prof L Feng, SCDS (Department of Statistics and Actuarial Science) < lfeng@hku.hk > | ||||||||||||||
Teachers Involved | (Prof L Feng,Statistics & Actuarial Science) | ||||||||||||||
Course Objectives | This course builds on SDST2601, introducing further the concepts and methods of statistics. Emphasis is on the two major areas of statistical analysis: estimation and hypothesis testing. Through the disciplines of statistical modelling, inference and decision making, students will be equipped with both quantitative skills and qualitative perceptions essential for making rigorous statistical analysis of real-life data. | ||||||||||||||
Course Contents & Topics | 1. Overview: random sample; sampling distributions of statistics; moment generating function; large-sample theory: laws of large numbers and Central Limit Theorem; likelihood; sufficiency; factorisation criterion; 2. Estimation: estimator; bias; mean squared error; standard error; consistency; Fisher information; Cramer-Rao Lower Bound; efficiency; method of moments; maximum likelihood estimator; 3. Hypothesis testing: types of hypotheses; test statistics; p-value; size; power; likelihood ratio test; Neyman-Pearson Lemma; generalized likelihood ratio test; Pearson chi-squared test; Wald tests; 4. Confidence interval: confidence level; confidence limits; equal-tailed interval; construction based on hypothesis tests. |
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Course Learning Outcomes |
On successful completion of this course, students should be able to:
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Pre-requisites (and Co-requisites and Impermissible combinations) |
Pass in SDST2601; and Not for students who have passed in SDST3902, or already enrolled in this course. Only for students admitted in 2025 and thereafter. |
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Course Status with Related Major/Minor/Professional Core |
2025 Bachelor of Arts and Sciences in Applied Artificial Intelligence (
Core/Compulsory
) 2025 Bachelor of Engineering in Artificial Intelligence and Data Science ( Core/Compulsory ) 2025 Bachelor of Statistics ( Core/Compulsory ) 2025 Major in Decision Analytics ( Core/Compulsory ) 2025 Major in Risk Management ( Core/Compulsory ) 2025 Major in Statistics ( Core/Compulsory ) 2025 Minor in Risk Management ( Disciplinary Elective ) 2025 Minor in Statistics ( Disciplinary Elective ) |
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Course to PLO Mapping |
2025 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 >
2025 Professional Core in Decision Analytics < PLO 1,2,3,4,5 > 2025 Professional Core in Risk Management < PLO 2,3,4 > 2025 Professional Core in Statistics < PLO 1,2,4,5,6 > |
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Offer in 2025 - 2026 | Y 1st sem 2nd sem | Examination | Dec May | ||||||||||||
Offer in 2026 - 2027 | Y | ||||||||||||||
Course Grade | A+ to F | ||||||||||||||
Grade Descriptors |
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Communication-intensive Course | N | ||||||||||||||
Course Type | Lecture-based course | ||||||||||||||
Course Teaching & Learning Activities |
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Assessment Methods and Weighting |
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Required/recommended reading and online materials |
Berry, D.A. & Lindgren, B.W. (1996). Statistics: Theory and Methods. Duxbury: Belmont. Bickel, P.J. & Doksum, K.A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics. Prentice Hall: Upper Saddle River, N.J. Hogg, R.V. & Craig, A.T. (1989). Introduction to Mathematical Statistics. Macmillan: New York. Miller, I. & Miller, M. (2004). John E. Freund's Mathematical Statistics with Applications. Pearson Prentice Hall: Upper Saddle River. |
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Course Website | http://moodle.hku.hk | ||||||||||||||
Additional Course Information | NIL |