NMAA13025U Theoretical Statistics (TeoStat)
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.
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
- 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.
Academic qualifications equivalent to a BSc degree is recommended.
- Theory exercises
- 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 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.