course-details-portlet

TMA4295 - Statistical Inference

About

Examination arrangement

Examination arrangement: Written examination
Grade: Letters

Evaluation Weighting Duration Grade deviation Examination aids
Written examination 100/100 4 timer

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 will 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
More on the course
Facts

Version: 1
Credits:  7.5 SP
Study level: Second degree level

Coursework

Term no.: 1
Teaching semester:  AUTUMN 2013

Language of instruction: English, Norwegian

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Subject area(s)
  • Statistics
  • Technological subjects
Contact information
Course coordinator:

Department with academic responsibility
Department of Mathematical Sciences

Examination

Examination arrangement: Written examination

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD Written examination 100/100 2013-12-14 09:00
Room Building Number of candidates

Examination arrangement: Oral examination

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Summer KONT Oral examination 100/100 2014-08-04
Room Building Number of candidates
  • * 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.
Examination

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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