Statistics A
Course content
- Conditional distributions based on densities, including conditioning in the Gaussian distribution
- Hierarchical/mixed-effects models (theoretical and practical aspects)
- Bayesian analyses and computations, e.g., prior and posterior distributions, credible intervals, MCMC sampling
- Software for mixed-effects models and Bayesian computations
MSc Programme in Statistics
MSc Programme in Mathematics-Economics
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-effects/hierarchical models, using appropriate software
Competencies: Ability to
- identify relevant mixed-effects/hierarchical models (for concrete data examples)
- present and discuss results from analyses statistical based on mixed-effects/hierarchical models
- choose between principles for statistical analysis
4 hours of lectures for 7 weeks, 4 hours of exercises per week for 8 weeks (including three multiple choice tests)
Essential prerequisites: Probability distributions with densities, linear normal models, logistic and Poisson regression, R usage (all corresponding to courses “StatMet” and “MStat” (alternatively “MatStat” from previous years) and "Regression"). The course requires maturity at the level of MSc students in statistics; it is not an introductory statistics course.
Written feedback will be given on voluntary assignments.
Oral feedback will be given to students if they make presentations of exercises in class.
- ECTS
- 7,5 ECTS
- Type of assessment
-
Continuous assessment under invigilation
- Type of assessment details
- The assessment is composed of two elements. The first element consists of three individual quizzes, of which the two best count a total of 50% in the final grade. The quizzes will be of one hour each and must be taken during classes (physical attendance, under surveillance). The second element is a 3 hour individual written test which counts 50% in the final grade. It must be taken during class Friday in the exam week (physical attendance, under surveillance). All aids are allowed for quizzes as well as for the written test.
- Aid
- All aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- External censorship
Criteria for exam assessment
The student should convincingly and accurately demonstrate the knowledge, skills and competences described under Intended learning outcome.
Single subject courses (day)
- Category
- Hours
- Lectures
- 28
- Preparation
- 118
- Theory exercises
- 29
- Exam Preparation
- 25
- Exam
- 6
- English
- 206
Kursusinformation
- Language
- English
- Course number
- NMAK20003U
- ECTS
- 7,5 ECTS
- Programme level
- Full Degree Master
- Duration
-
1 block
- Placement
- Block 2
- Schedulegroup
-
B
- Capacity
- No limit
The number of seats may be reduced in the late registration period - Studyboard
- Study Board of Mathematics and Computer Science
Contracting department
- Department of Mathematical Sciences
Contracting faculty
- Faculty of Science
Course Coordinator
- Helle Sørensen (5-6b686f6f68437064776b316e7831676e)
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Courseinformation of students