NMAK20004U Statistics B

Volume 2025/2026
Education

MSc Programme in Statistics

MSc Programme in Mathematics-Economics

MSc Programme in Actuarial Mathematics

Content
  • Elements of statistical decision theory
  • Nonparametric perspectives on statistical modelling
  • Estimation methods for general parameters
  • Theoretical analysis of statistical estimators
Learning Outcome

Knowledge:

  • Loss functions and risk minimization
  • Nonparametric statistical modelling
  • Methods for constructing estimators in general settings
  • Asymptotics of estimators

 

Skills:

Ability to

  • Define a relevant statistical model for a given problem
  • Perform theoretical analyses of statistical methods under parametric or nonparametric model assumptions
  • Derive estimators of parameters in models under various assumptions
  • Compare estimators based on their statistical properties

 

Competences:

Ability to

  • Assess strengths and weakness of estimators based on their flexibility, theoretical appeal and practicality
  • Prove convergence results for classes of estimators using asymptotic theory

See Absalon for a list of course literature.

Probability theory and mathematical statistics equivalent to the courses Sand, Sand2, StatMet, MStat and Regression. Knowledge of conditional distributions and Bayesian statistics as covered in Statistics A. The course requires maturity at the level of MSc students in statistics; it is not an introductory statistics course.
4 hours lectures and 4 hours of exercises per week for 7 weeks.
  • Category
  • Hours
  • Lectures
  • 28
  • Preparation
  • 115
  • Exercises
  • 28
  • Exam
  • 35
  • Total
  • 206
Written
Oral
Credit
7,5 ECTS
Type of assessment
On-site written exam, 4 hours under invigilation
Examination prerequisites

There will be two group assignments (up to three students). The students have to hand-in these assignments, which then need to get approved.

Aid
Written aids allowed
Marking scale
7-point grading scale
Censorship form
No external censorship
One internal examiner
Re-exam

30 minutes oral exam with 30 minutes of preparation time. Written aids allowed. If the mandatory assignments have not been approved during the course the non-approved assignment(s) must be handed in no later than three weeks before the beginning of the re-exam week. The assignments must be approved before the re-exam. 

Criteria for exam assesment

The student should convincingly and accurately demonstrate the knowledge, skills and competences described under intended learning outcome.