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Postgraduate course

Theory of Statistical Inference

Teaching semester

Spring

Objectives 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.

Required Previous Knowledge

None

Recommended Previous Knowledge

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

Forms of Assessment

Written examination, 5 hours. Examination support materials: Non- programmable calculator, according to model listed in faculty regulations.

Examination only in the spring.

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

Contact Information

advice@math.uib.no

Exam information

  • For written exams, please note that the start time may change from 09:00 to 15:00 or vice versa until 14 days prior to the exam. The exam location will be published 14 days prior to the exam.

  • Type of assessment: Written examination

    Date
    13.06.2018, 09:00
    Duration
    5 hours
    Withdrawal deadline
    30.05.2018