Objectives and Content
The course will give the conceptual and mathematical basis for further studies of statistical methods at a theoretic level.
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
- 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
Recommended Previous Knowledge
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.
Due to the measures taken to avoid the spread of SARS-CoV-2, UiB is closed for teaching and assessment. As a consequence, the following changes is made to assessment spring semester 2020:
- Written home examination instead of written examination
- Grading scale ¿Pass/Fail¿ instead of ¿A-F¿
The grading scale used is A to F. Grade A is the highest passing grade in the grading scale, grade F is a fail.
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. Autumn 2020 written exams will be arranged either at home or on campus. Please see course information on MittUiB.
Type of assessment: Written examination (New exam)
- 24.09.2020, 09:00
- 5 hours
- Examination system
- Digital exam