NMAA13025U Theoretical Statistics (TeoStat)

Volume 2019/2020

MSc Programme in Statistics


The course presents basic concepts and principles underlying statistical inference.  Main topics include decision-theoretic foundations, the maximum likelihood principle, and optimality properties.  The concepts are developed in the context of exponential families and selected nonparametric settings.


Learning Outcome


  Statistical concepts covered in the course, such as:

  • Maximum likelihood principle
  • Sufficiency, completeness
  • Bayes and minimax principle
  • Parametric versus nonparametric problems


  • Understand how general principles guide development of statistical
  • Ability to apply the covered principles to investigate concrete statistical methodology


  • Theoretical analysis and evaluation of statistical methods
  • Developing new statistical methodology

Selected book chapters and articles from the literature.


Measures and Integrals + Mathematical Statistics or similar.

Academic qualifications equivalent to a BSc degree is recommended.
Four hours of lectures and three hours of exercises per week for 7 weeks.
  • Category
  • Hours
  • Exam
  • 35
  • Lectures
  • 28
  • Preparation
  • 122
  • Theory exercises
  • 21
  • Total
  • 206
Continuous feedback during the course of the semester
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 3 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 three 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.