NMAA13025U  Theoretical Statistics (TeoStat)

Volume 2019/2020
Education

MSc Programme in Statistics

Content

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

Knowledge:

  Statistical concepts covered in the course, such as:

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


Skills: 

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


Competences:

  • 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.
Continuous feedback during the course of the semester
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 3 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 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.

  • Category
  • Hours
  • Exam
  • 35
  • Lectures
  • 28
  • Preparation
  • 122
  • Theory exercises
  • 21
  • Total
  • 206