Course - Statistical Inference - TMA4295
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 may be given only in English. Students are free to choose Norwegian or English for written assessments.
Recommended previous knowledge
TMA4240/4245 Statistics or equivalent. The course demands some degree of maturity in
Statistics and we also recommend to have TMA4267 Linear Statistical Models or TMA4255
Applied Statistics.
Course materials
Will be announced at the start of the semester.
Credit reductions
Course code | Reduction | From | To |
---|---|---|---|
SIF5084 | 7.5 | ||
ST2201 | 7.5 |
Version: 1
Credits:
7.5 SP
Study level: Second degree level
Term no.: 1
Teaching semester: AUTUMN 2016
Language of instruction: English, Norwegian
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- Statistics
- Technological subjects
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 2016-11-29 09:00
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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 2017-08-14
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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.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"