ST812: Order Statistics (5 ECTS)

STADS: 25002611

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
Show entire timetable
Show personal time table for this course.

Comment:
Ubegrænset deltagerantal

Prerequisites:
None

Academic preconditions:
Have knowledge of mathematical statistics.

Course introduction
The aim of the course is to enable the student to work with order statistics, which is important in regard to the study of extreme value theory and advanced statistics

The course builds on the knowledge acquired in the courses mathematical statistics and probability theory, and gives an academic basis for studying the topic extreme value statistics, that are part of the degree.

In relation to the competence profile of the degree it is the explicit focus of the course to:

• Give the competence to handle model building and/or model calculations  
• Give skills to perform statistical analyses  
• Give theoretical knowledge about and practical experience with the application of methods and models in statistics

Expected learning outcome
The learning objective of the course is that the student demonstrates the ability 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


Literature

Meddeles ved kursets start.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:

1. Project. Graded after Danish 7 mark scale, internal examiner. (5 ECTS)

Expected working hours
The teaching method is based on three phase model.
Intro phase: 14 hours
Skills training phase: 14 hours, hereof:
 - Tutorials: 14 hours

Educational activities Study phase: T hours

Studying the course material and preparing the weekly exercises/projects, individuallyEducational form
In the intro phase a modified version of the classical lecture is employed, where the terms and concepts of the topic are presented, from theory as well as from examples based on actual data. In these hours there is room for questions and discussions. In the training phase the students work with data-based problems and discussion topics, related to the content of the previous lectures in the intro phase. In these hours there is a possibility of working specifically with selected difficult concepts. In the study phase the students work independently with problems and the understanding of the terms and concepts of the topic. Questions from the study phase can afterwards be presented in either the intro phase hours or the training phase hours.

Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.