Probability Theory and Statistical Inference I

7.5 credits

Syllabus, Bachelor's level, 2ST065

Education cycle
First cycle
Main field(s) of study and in-depth level
Statistics G1F
Grading system
Fail (U), Pass (G), Pass with distinction (VG)
Finalised by
The Department Board, 10 September 2021
Responsible department
Department of Statistics

Entry requirements

At least 15 credits from Statistics A, 30 credits

Learning outcomes

A student that has completed the course should

? have obtained sufficient knowledge in probability theory that in general principles for inference to be able to understand and apply statistical methods.

? have demonstrated ability to understanding and to use the independently theoretical concepts that occur in the basic theory of applied statistical methods

? have knowledge of how statistical methods can be evaluated by means of computer simulations

? have knowledge about the mathematical methods that are used in theoretical statistics

? be able to assess the prerequisites for a statistical method are satisfied


Calculus: Limits, differentiation and integration

Probability: Discrete and continuous random variables. The expectation and the variance as operators. Linear combinations of random variables. Bivariate distributions. Conditional expectation and variande. Conditional and Marginal distributions. Sampling distributions, and the central limit theorem.

Inference theory: Point and interval estimation. The maximum likelihood method andlast-squares estimation methods. The properties of estimators: unbiasedness, consistency, relative efficiency. Hypothesis test. The power function.


Lectures ( 6-10 hours a week).


The examination comprises a written test at the end of the course and compulsory assignments, (laboratory sessions). Three grades are awarded for the course: not passed, passed, and passed with distinction.

"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."

Other directives

The course can be included in the Economy programme, the Finsamprogrammet, the Master of Political Sciences programme and the Social scientist programme. The course is compulsory in the Finsamprogrammet with financial specialisation.

The course can also be read as separate course.