Kursussøgning, efter- og videreuddannelse – Københavns Universitet

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Kursussøgning, efter- og videreuddannelse

Theoretical Statistics (TeoStat)

Practical information
Study year 2016/2017
Time
Block 4
Programme level Full Degree Master
ECTS 7,5 ECTS
Course responsible
  • Jonas Martin Peters (12-717675687a35776c7b6c797a4774687b6f35727c356b72)
  • Department of Mathematical Sciences
Course number: NMAA13025U

Course content

The course presents the basic concepts and principles underlying statistical methodology. The focus is on general inference principles, including the Bayesian approach. Main topics are the theory of hypothesis testing as well as the concepts of sufficiency and ancillarity that express that a part of the data contains all or no information about the statistical parameters. Statistical theory is developed for exponential families, a model type that contains many models used in statistical practice. The students will develop statistical theory and use the methods of the course to analyse statistical models and procedures.

Learning outcome

Knowledge: The course covers the following topics. Exponential families, sufficiency, ancillarity, principles of statistical inference, Bayes statistics, theory of hypothes testing.

Skills: After the course, the students are expected to be able to apply the general inference principles and concepts to investigate concrete statistical methodology; to apply the general inference principles and concepts to develop methods for new models; to determine whether a model is an exponential family; to apply the theory of exponential families to concrete models.

Competences: After the course, the students are expected to be able to theoretically analyse and evaluate statistical methods and to develop new statistical methodology.

Recommended prerequisites

MI, Stat1, Stat2.

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Education

MSc Programme in Statistics

Studyboard

Study Board of Mathematics and Computer Science

Course type

Single subject courses (day)

Duration

1 block

Schedulegroup

A
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Teaching and learning methods

5 hours lectures and 3 hours of exercises per week for 7 weeks.

Capacity

No limit

Language

English

Workload

Category Hours
Lectures 35
Theory exercises 21
Preparation 115
Exam 35
English 206

Exam

Type of assessment

Oral examination, 30 minutes
with preparation time

Aid

All aids allowed

Marking scale

7-point grading scale

Criteria for exam assessment

The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.

Censorship form

No external censorship
Several internal examiners

Re-exam

Same as ordinary

Mere information om kurset
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