ST812: Order Statistics (5 ECTS)
STADS: 25002601
Level
Master's level course approved as PhD course
Teaching period
The course is offered in the spring semester.
Teacher responsible
Email: yuri.goegebeur@stat.sdu.dk
Timetable
There is no timetable available for the chosen semester.
Comment:
Ubegrænset deltagerantal. 3. kvartal.
Prerequisites:
None
Academic preconditions:
ST517 Probability and random variables. It is an advantage to have followed MM506/MM812 Probability theory I
Course introductionto introduce the concept of an order statistic and to study elementary properties
Expected learning outcomeAt the end of the course the student will be able to
- identify problems that can be solved using order statistics
- describe the theoretical properties of order statistics
- perform elementary probability calculations on order statistics
- use order statistics for parameter estimation
Subject overview
- General distribution theory for order statistics
- Discrete order statistics
- Order statistics from some specific distributions
- Moments, bounds and approximations
- Order statistics and statistical inference
- Asymptotic theory
LiteratureMeddeles ved kursets start.
Website
This course uses
e-learn (blackboard).
Prerequisites for participating in the exam
Mandatory exercises
Assessment and marking:
Project with oral exam. Graded after Danish 7 mark scale, internal examiner. (5 ECTS)
reexamination in the same exam period or immediately thereafter.
Expected working hours
The teaching method is based on three phase model.
Intro phase: 7 hours
Skills training phase: 14 hours, hereof:
- Tutorials: 14 hours
Educational activities
Study phase: 80 hours
Language
This course is taught in English.
Course enrollment
See deadline of enrolment.
Tuition fees for single courses
See fees for single courses.