Mathematical Statistics
Syllabus, Master's level, 1MS013
This course has been discontinued.
- Code
- 1MS013
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Mathematics A1N
- Grading system
- Fail (U), Pass (3), Pass with credit (4), Pass with distinction (5)
- Finalised by
- The Faculty Board of Science and Technology, 6 November 2007
- Responsible department
- Department of Mathematics
Entry requirements
120 credit points Inference Theory
Learning outcomes
In order to pass the course (grade 3) the student should
Content
Probability theory: multidimensional stochastic variables and distributions, conditioning, ordering variables, concepts of convergence in probability theory, multidimensional normal distribution, transforms and their use, central limit theorems and their applications.
Inference theory: statistical models; principles of inference based on likelihood, Fisher information and sufficiency; estimation and estimation methodology, Cramér–Rao's inequality, optimality; test of hypothesis, Neyman Pearson test, uniformly most powerful tests; linear models, the Gauss– Markov theorem, least squares methods.
Instruction
Lectures and problem solving sessions.
Assessment
Separate written examinations in Probability Theory (7 credit points) and Inference Theory (7 credit points) at the end of the course, and an oral examination in Probability Theory (1 credit point). Assignments given during the course may be credited as parts of the final written tests.