| Enquiry for Science Major/Minor/Programme Requirements |
| STAT2602 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 STAT2601, 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 STAT2601; and Not for students who have passed in STAT3902, or already enrolled in this course. Only for students admitted in 2024-25 or before. |
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| Course Status with Related Major/Minor /Professional Core |
2U000C00 Course not offered under any Major/Minor/Professional core 2024 Bachelor of Arts and Sciences in Applied Artificial Intelligence ( Core/Compulsory ) 2024 Major in Decision Analytics ( Core/Compulsory ) 2024 Major in Risk Management ( Core/Compulsory ) 2024 Major in Statistics ( Core/Compulsory ) 2024 Minor in Actuarial Studies ( Disciplinary Elective ) 2024 Minor in Risk Management ( Disciplinary Elective ) 2024 Minor in Statistics ( Disciplinary Elective ) 2023 Bachelor of Arts and Sciences in Applied Artificial Intelligence ( Core/Compulsory ) 2023 Major in Decision Analytics ( Core/Compulsory ) 2023 Major in Risk Management ( Core/Compulsory ) 2023 Major in Statistics ( Core/Compulsory ) 2023 Minor in Actuarial Studies ( Disciplinary Elective ) 2023 Minor in Risk Management ( Disciplinary Elective ) 2023 Minor in Statistics ( Disciplinary Elective ) 2022 Bachelor of Arts and Sciences in Applied Artificial Intelligence ( Core/Compulsory ) 2022 Major in Decision Analytics ( Core/Compulsory ) 2022 Major in Risk Management ( Core/Compulsory ) 2022 Major in Statistics ( Core/Compulsory ) 2022 Minor in Actuarial Studies ( Disciplinary Elective ) 2022 Minor in Risk Management ( Disciplinary Elective ) 2022 Minor in Statistics ( Disciplinary Elective ) 2021 Bachelor of Arts and Sciences in Applied Artificial Intelligence ( Core/Compulsory ) 2021 Major in Decision Analytics ( Core/Compulsory ) 2021 Major in Risk Management ( Core/Compulsory ) 2021 Major in Statistics ( Core/Compulsory ) 2021 Minor in Actuarial Studies ( Disciplinary Elective ) 2021 Minor in Risk Management ( Disciplinary Elective ) 2021 Minor in Statistics ( Disciplinary Elective ) |
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| Course to PLO Mapping |
2024 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 >
2024 Major in Decision Analytics < PLO 1,2,3,4,5 > 2024 Major in Risk Management < PLO 2,3,4 > 2024 Major in Statistics < PLO 1,2,4,5,6 > 2023 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 > 2023 Major in Decision Analytics < PLO 1,2,3,4,5 > 2023 Major in Risk Management < PLO 2,3,4 > 2023 Major in Statistics < PLO 1,2,4,5,6 > 2022 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 > 2022 Major in Decision Analytics < PLO 1,2,3,4,5 > 2022 Major in Risk Management < PLO 2,3,4 > 2022 Major in Statistics < PLO 1,2,4,5,6 > 2021 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 > 2021 Major in Decision Analytics < PLO 1,2,3,4,5 > 2021 Major in Risk Management < PLO 2,3,4 > 2021 Major 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 | ||||||||||||||
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