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Norsk
Course STAT210

# Theory of Statistical Inference

## Course offered:

### Course offered by

 Number of credits 10 Course offered (semester) Spring Schedule Schedule Reading list Reading list

English

None

### Learning Outcomes

After completed course, the students are expected to:

• Know the most common distributions and the exponential family.
• Be familiar with transformation of univariate and multivariate densities.
• Know the concept of covariance and conditional probability.
• Know the different notions of convergence i statistics like
convergence in probability, almost sure convergence and convergence in distribution.
• Be familiar with the concept of sufficiency and the likelihood principle.
• Know the most important estimation methods like maximum likelihood, least square and the method
of moments.
• Be able to handle a parametric hypothesis testing problem and to use the likelihood ratio method.
• Have some knowledge of asymptotic statistics.

### Contact Information

advice@math.uib.no

Spring

English

### Aim and Content

The course will give the conceptual and mathematical basis for further studies of statistical methods at a theoretic level.

### Learning Outcomes

After completed course, the students are expected to:

• Know the most common distributions and the exponential family.
• Be familiar with transformation of univariate and multivariate densities.
• Know the concept of covariance and conditional probability.
• Know the different notions of convergence i statistics like
convergence in probability, almost sure convergence and convergence in distribution.
• Be familiar with the concept of sufficiency and the likelihood principle.
• Know the most important estimation methods like maximum likelihood, least square and the method
of moments.
• Be able to handle a parametric hypothesis testing problem and to use the likelihood ratio method.
• Have some knowledge of asymptotic statistics.

None

### Recommended previous knowledge

MAT112 Calculus II, MAT121 Linear Algebra, and STAT111 Statistical Methods

### Grading Scale

The grading scale used is A to F. Grade A is the highest passing grade in the grading scale, grade F is a fail.

### Contact Information

advice@math.uib.no