NMAA13025U Theoretical Statistics (TeoStat)
MSc Programme in Statistics
The course presents the basic concepts and principles underlying statistical methodology. The focus is on general inference principles, including the Bayesian approach. Main topics are the theory of hypothesis testing as well as the concepts of sufficiency and ancillarity that express that a part of the data contains all or no information about the statistical parameters. Statistical theory is developed for exponential families, a model type that contains many models used in statistical practice. The students will develop statistical theory and use the methods of the course to analyse statistical models and procedures.
Knowledge: The course covers the following topics. Exponential
families, sufficiency, ancillarity, principles of statistical
inference, Bayes statistics, theory of hypothesis testing,
distances between distributions.
Skills: After the course, the students are expected to be able to apply the general inference principles and concepts to investigate concrete statistical methodology; to apply the general inference principles and concepts to develop methods for new models; to determine whether a model is an exponential family; to apply the theory of exponential families to concrete models.
Competences: After the course, the students are expected to be able to theoretically analyse and evaluate statistical methods and to develop new statistical methodology.
- 7,5 ECTS
- Type of assessment
- Oral examination, 25 minutesThere will be a 30min preparation time before the oral exam.
- Exam registration requirements
The students have to hand-in 5 small group assignments (up to two students), which need to get approved.
- All aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
Several internal examiners
Same as ordinary exam. If the mandatory assignments have not been approved during the course the non-approved assignment(s) must be handed in no later than two weeks before the beginning of the re-exam week. The assignments must be aproved before the re-exam.
Criteria for exam assesment
The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.
- Theory exercises