course-details-portlet

TMA4295 - Statistical Inference

About

Examination arrangement

Examination arrangement: School exam
Grade: Letters

Evaluation Weighting Duration Grade deviation Examination aids
School exam 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 compulsory exercises. Written final exam is the basis for the grade awarded in the exam. Specific exercises has to be approved in order to be allowed to take the exam. 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.

Compulsory assignments

  • Exercises

Further on evaluation

see «Teaching methods and activities».

Specific conditions

Compulsory activities from previous semester may be approved by the department.

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 2021

Language of instruction: English, Norwegian

Location: Trondheim

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

Department with academic responsibility
Department of Mathematical Sciences

Examination

Examination arrangement: School exam

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD School exam 100/100 C 2021-12-18 09:00
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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