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.
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.
Academic qualifications equivalent to a BSc degree is recommended.
- Category
- Hours
- Exam
- 35
- Lectures
- 28
- Preparation
- 122
- Theory exercises
- 21
- Total
- 206
- Credit
- 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.
- 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.
Course information
- Language
- English
- Course code
- NMAA13025U
- Credit
- 7,5 ECTS
- Level
- Full Degree Master
- Duration
- 1 block
- Placement
- Block 4
- Schedule
- A
- Course capacity
- No limit
- Continuing and further education
- Study board
- Study Board of Mathematics and Computer Science
Contracting department
- Department of Mathematical Sciences
Contracting faculty
- Faculty of Science
Course Coordinators
- Niklas Andreas Pfister (2-7d7f4f7c7083773d7a843d737a)