Syllabus, Master's level, 1MS033
- 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, 8 March 2012
- Responsible department
- Department of Mathematics
120 credit points including 90 credit points of Mathematics. Real Analysis recommended.
In order to pass the course the student should be able to
- understand the principles of optimal estimation;
- understand the theory of optimal tests, especially unbiased and invariant tests;
- describe the decision theory;
- understand the principles of the asymptotic behaviour of statistical methods, especially the asymptotic efficiency;
- using the delta method , including the functional delta method;
- understand the use of projection in statistics especially in linear regression and variance analysis.
Maximum likelihood estimator, James Stein estimator, M-estimators, optimality of the F-test, minimax tests, asymptotic efficiency, LAN model, U statistics, Hajek projection, linear models
Lectures and problem solving sessions.
Written examination at the end of the course combined with compulsory assignments. The assignments can be registered as part of the written examination.