Entry requirements

Inference theory NV2 and Probability theory MN2.

Content

Statistical inference. Point estimation criteria:

efficiency, sufficiency, completeness, invariance.

Theories and methods for interval estimations.

Theory for hypothesis testing: LR-test, UMP-test.

Decision theory and Bayesian inference.

Non-parametric tests. Bootstrap and jackknife

methods.

Instruction

Lectures, problem solving sessions and

laboratory sessions.

Assessment

Written and, possibly, supplementary oral

examination at the end of the course. Compulsory

assignments during the course.