Statistics A

Course content

  • Conditional distributions based on densities
  • Conditioning in the Gaussian distribution
  • Hierarchical/mixed effects models
  • Bayesian models and computations, e.g., conjugate priors, maximum a posteriori estimation, credible intervals
  • Software for mixed effects models and Bayesian computations

 

Education

MSc Programme in Statistics

Learning outcome

Knowledge

  • Conditional densities and their relations to joint and marginal densities
  • Principles behind Bayesian statistics
  • Differences between fixed and random effects in mixed effects models
  • Methods for computations in posterior distributions


Skills: Ability to

  • do computations with conditional and marginal densities, in particular with prior and posterior densities and with the Gaussian distribution
  • carry out Bayesian estimation and inference with explicit formulas (when available) and with appropriate sampling techniques
  • carry out analyses (Bayesian and frequentistic) with mixed effecs models and hierarchical models, using appropriate software


Competencies: Ability to

  • identify relevant mixed effects models and hierarchical models (for concrete data examples)
  • present and discuss results from analyses statistical based on mixed effecs models and hierarchical models
  • choose between principles for statistical analysis

4 hours lectures and 4 hours of exercises per week for 7 weeks.

Essential prerequisites: Probability distributions with densities, linear normal models, logistic and Poisson regression, R usage (all corresponding to courses "Mathematical Statistics", and "Discrete Models" or "Regression"). The course requires maturity at the level of MSc students in statistics; it is not an introductory statistics course.

Written
Continuous feedback during the course of the semester

Written feedback will be given on mandatory assignments in order for students to improve their subsequent assignments

ECTS
7,5 ECTS
Type of assessment
Practical written examination, 4 hours under invigilation
Part of the exam consists of data analysis which must be carried out with software used in the course. A USB-stick with data is handed out to the students along with the assignment sheet.
Aid
All aids allowed
Marking scale
7-point grading scale
Censorship form
External censorship
Criteria for exam assessment

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

Single subject courses (day)

  • Category
  • Hours
  • Lectures
  • 28
  • Preparation
  • 121
  • Theory exercises
  • 28
  • Exam Preparation
  • 25
  • Exam
  • 4
  • English
  • 206