Syllabus for Linear Algebra for Statisticians

Linjär algebra med inriktning mot statistik

Syllabus

  • 7.5 credits
  • Course code: 2ST115
  • Education cycle: Second cycle
  • Main field(s) of study and in-depth level: Statistics A1N

    Explanation of codes

    The code indicates the education cycle and in-depth level of the course in relation to other courses within the same main field of study according to the requirements for general degrees:

    First cycle

    • G1N: has only upper-secondary level entry requirements
    • G1F: has less than 60 credits in first-cycle course/s as entry requirements
    • G1E: contains specially designed degree project for Higher Education Diploma
    • G2F: has at least 60 credits in first-cycle course/s as entry requirements
    • G2E: has at least 60 credits in first-cycle course/s as entry requirements, contains degree project for Bachelor of Arts/Bachelor of Science
    • GXX: in-depth level of the course cannot be classified

    Second cycle

    • A1N: has only first-cycle course/s as entry requirements
    • A1F: has second-cycle course/s as entry requirements
    • A1E: contains degree project for Master of Arts/Master of Science (60 credits)
    • A2E: contains degree project for Master of Arts/Master of Science (120 credits)
    • AXX: in-depth level of the course cannot be classified

  • Grading system: Fail (U), Pass (G), Pass with distinction (VG)
  • Established: 2011-06-09
  • Established by: The Department Board
  • Revised: 2016-03-15
  • Revised by: The Department Board
  • Applies from: week 36, 2016
  • Entry requirements: 120 credits including 90 credits in statistics.
  • Responsible department: Department of Statistics

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.

Reading list

Reading list

Applies from: week 36, 2016

Some titles may be available electronically through the University library.

  • Anton, Howard; Rorres, Chris Elementary linear algebra : with supplemental applications /c Howard Anton, Chris Rorres

    11th. ed., International student version: John Wiley & Sons, cop. 2015

    Find in the library

    Mandatory