ST519: Mathematical Statistics (5 ECTS)
STADS: 25002501Level
Bachelor course
Teaching period
The course is offered in the autumn semester.
Teacher responsible
Email: bentj@imada.sdu.dkTimetable
| Group | Type | Day | Time | Classroom | Weeks | Comment |
|---|---|---|---|---|---|---|
| Common | I | Monday | 08-10 | U49c | 44-46,48-51 | |
| Common | I | Thursday | 08-10 | U143 | 44-46,48-51 | |
| H1 | TE | Tuesday | 08-10 | U31a | 44-46,49-51 | |
| H1 | TE | Wednesday | 08-10 | U31a | 48 | |
| H1 | TE | Thursday | 10-12 | U23a | 44-46,48-51 |
Show personal time table for this course.
Comment:
Ubegrænset deltagerantal.
Prerequisites:
None
Academic preconditions:
The material from Probability and Random Variables is assumed known.
Course introduction
To study the methods and results of mathematical statistics, and their applications in statistical inference.
Expected learning outcome
To know the basic concepts of mathematical statistics, such as the likelihood function, score function, information matrix and sufficiency, and to apply them in relevant circumstances. To know the basic optimality results of mathematical statistics, such as Cramér-Rao's inequality and the optimality of the likelihood ratio test. To know the asymptotic theory for likelihood-based inference methods. To apply the methods and results of mathematical statistics in statistical inference for parametric statistical models.
Subject overview
• Summary of convergence notions and the Central Limit Theorem.
• Elementary statistical inference.
• Inference for simple linear regression.
• Maximum likelihood methods.
• Sufficiency.
• Optimal tests of hypotheses.
Literature
- Meddeles ved kursets start.
Website
This course uses e-learn (blackboard).
Prerequisites for participating in the exam
None
Assessment and marking:
a) Written exam. Danish 7 mark scale, internal examiner.
b) Mandatory assignments. The mandatory assignments count for 20% of the total mark.
Re-exam after 2nd quarter
The exam form can be different for the re-exam.
Expected working hours
The teaching method is based on three phase model.
Forelæsninger: 26 timer
Eksaminatorietimer: 24 timer
Educational activities
Language
This course is taught in English, if international students participate. Otherwise the course is taught in Danish.
Course enrollment
See deadline of enrolment.
Tuition fees for single courses
See fees for single courses.
