Linear Algebra for Statisticians
Syllabus, Master's level, 2ST115
- Code
- 2ST115
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Statistics A1N
- Grading system
- Fail (U), Pass (G), Pass with distinction (VG)
- Finalised by
- The Department Board, 14 October 2022
- Responsible department
- Department of Statistics
Entry requirements
120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science.
Learning outcomes
After completing the course the student is expected to
• know and be able to use the linear algebraic arithmetical rules that often are used in statistics
• know the theory of linear equation systems
• master matrix calculus
Content
Vectors, matrices, rank, inverse, trace, determinant, equation systems, eigenvalues eigenvectors, different factorisations (singular value etc.), different (types of) special matrices (ex Cholesky, idempotent), Jacobian.
Instruction
Teaching is given in the form of lectures and calculation exercises.
Assessment
The examination takes place partly through a written examination at the end of the course and/or through of compulsory written assignments.
Other directives
The course is included in the Master's programme in statistics.