Inference

7.5 credits

Syllabus, Master's level, 2ST120

A revised version of the syllabus is available.
Code
2ST120
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, 27 March 2020
Responsible department
Department of Statistics

Entry requirements

120 credits including 90 credits in statistics.

Learning outcomes

After completing the course the student is expected to

  • be familiar with and understand the basic principles of estimation
  • be familiar with and understand the basic principles of testing
  • be familiar with and understand the basic principles of confidence intervals.

Content

Method of moments, method of maximum likelihood, the invariance principle, consistency and unbiasedness, likelihood ratio tests, LM (score) and Wald tests, significance level and power function, properties of tests, interval estimation.

Instruction

Instruction is given in form of lectures.

Assessment

The examination takes place partly through a written examination at the end of the course and/or through presentation orally and in written form of compulsory assignments.

"If there are special reasons for doing so, an examiner may make an exception from the method of assessment indicated and allow a student to be assessed by another method. An example of special reasons might be a certificate regarding special pedagogical support from the University's disability coordinator."

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