NMAA13025U  Theoretical Statistics (TeoStat)

Volume 2017/2018
Education

MSc Programme in Statistics

Content

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.

Learning Outcome

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.

MI, Stat1, Stat2 or similar.
4 hours lectures and 4 hours of exercises per week for 7 weeks.
Credit
7,5 ECTS
Type of assessment
Oral examination, 25 minutes
There 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. 

Aid
All aids allowed
Marking scale
7-point grading scale
Censorship form
No external censorship
Several internal examiners
Re-exam

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.

  • Category
  • Hours
  • Lectures
  • 28
  • Theory exercises
  • 28
  • Preparation
  • 115
  • Exam
  • 35
  • Total
  • 206