Syllabus, Master's level, 2ST080
- 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
120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science.
After completing the course, the student is expected to
- be familiar with, and be able to use, different probability concepts and symbols that are often used in statistics
- know the mathematical foundations for the probability models that form the foundation for statistical inference
- have thorough knowledge of univariate and multivariate probability distributions
- have knowledge of moments and moment-generating functions
- have knowledge of different concepts of convergence
The axiomatic foundation for probability theory. Combinatorics. Multivariate random variables. Conditional probability distributions. Moments and momen-generating functions. Order statistics. The multivariate normal distribution. Different concepts of convergence. Central limit theorems.
Instruction is given in form of lectures.
The examination takes place through a written examination at the end of the course and through written presentations of take-home assignments.