TMA4295 - Statistical Inference

About

Examination arrangement

Examination arrangement: Written examination
Grade: Letters

Evaluation form Weighting Duration Examination aids Grade deviation
Written examination 100/100 4 hours C

Course content

Transformations and moments of random variables. Families of distributions. Inequalities and convergence theorems. Sufficient statistics. Frequentist and Bayesian estimators. Methods of constructing point estimators, interval estimators and hypothesis tests, and optimality of these. Asymptotic properties of estimators and hypothesis tests.

Learning outcome

1. Knowledge. The student has basic theoretical knowledge about fundamental principles
for statistical inference. The student has knowledge about construction of point and interval
estimators, and hypothesis testing; and about the evaluation of these estimators and tests.
The student has insight in how to construct optimal estimators and tests. Moreover, the
student has some knowledge about asymptotic theory for statistical inference.
2. Skills. The student can perform point estimation, hypothesis testing and interval estimation
under a large variety of discrete and continuous probability models. Further, the student
can evaluate the properties of these estimators and tests, for both finite sample sizes and
asymptotically as the sample size tends to infinity. Lastly, the student can select optimal
estimators.

Learning methods and activities

Lectures and exercises. Written final examination is the basis for the grade awarded in the course. Retake of examination may be given as an oral examination. The lectures may be given in English. If the course is taught in English, the exam may be given only in English. Students are free to choose Norwegian or English for written assessments.

Course materials

Will be announced at the start of the semester.

Credit reductions

Course code Reduction From To
SIF5084 7.5
ST2201 7.5 2007-09-01

Timetable

Examination

Examination arrangement: Written examination

Term Evaluation form Weighting Examination aids Date Time Room *
Autumn Written examination 100/100 C
* The location (room) for a written examination is published 3 days before examination date.
If more than one room is listed, you will find your room at Studentweb.