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 introduction
to introduce the concept of an order statistic and to study elementary properties

Expected learning outcome
At 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

Literature

Meddeles 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.