Course - Statistical Inference - TMA4295
TMA4295 - Statistical Inference
About
Examination arrangement
Examination arrangement: School exam
Grade: Letter grades
| Evaluation | Weighting | Duration | Grade deviation | Examination aids |
|---|---|---|---|---|
| School exam | 100/100 | 4 hours | C |
Course content
Transformations and moments of random variables. Families of distributions. Inequalities and convergence theorems. Sufficient statistics. Frequentist and Bayesian estimators. Methods of constructing point estimators, interval estimators and hypothesis tests, and optimality of these. Asymptotic properties of estimators and hypothesis tests.
Learning outcome
1. Knowledge. The student has basic theoretical knowledge about fundamental principles for statistical inference. The student has knowledge about construction of point and interval estimators, and hypothesis testing; and about the evaluation of these estimators and tests. The student has insight in how to construct optimal estimators and tests. Moreover, the student has some knowledge about asymptotic theory for statistical inference. 2. Skills. The student can perform point estimation, hypothesis testing and interval estimation under a large variety of discrete and continuous probability models. Further, the student can evaluate the properties of these estimators and tests, for both finite sample sizes and asymptotically as the sample size tends to infinity. Lastly, the student can select optimal estimators.
Learning methods and activities
Lectures and compulsory exercises. Written final exam is the basis for the grade awarded in the exam. Specific exercises has to be approved in order to be allowed to take the exam.
Students are free to choose Norwegian or English for written assessments.
Compulsory assignments
- Exercises
Further on evaluation
Retake of examination may be given as an oral examination. The retake exam will be in August.
See «Teaching methods and activities».
Recommended previous knowledge
TMA4240/4245 Statistics or equivalent. The course demands some degree of maturity in Statistics and we also recommend to have TMA4267 Linear Statistical Models or TMA4255 Applied Statistics.
Course materials
Will be announced at the start of the semester.
Credit reductions
| Course code | Reduction | From | To |
|---|---|---|---|
| SIF5084 | 7.5 | ||
| ST2201 | 7.5 | AUTUMN 2007 |
Version: 1
Credits:
7.5 SP
Study level: Second degree level
Term no.: 1
Teaching semester: AUTUMN 2024
Language of instruction: English
Location: Trondheim
- Statistics
- Technological subjects
Department with academic responsibility
Department of Mathematical Sciences
Examination
Examination arrangement: School exam
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Autumn ORD School exam 100/100 C 2024-11-25 09:00 PAPIR
-
Room Building Number of candidates Storhall del 2 Idrettssenteret (Dragvoll) 40 - Summer UTS School exam 100/100 C INSPERA
-
Room Building Number of candidates
- * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"