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MAI0109
Linear Statistical Models/
Linjära statistiska modeller

Number of credits: 8 hp

Examiner: Dietrich von Rosen and Martin Singull

Course literature: C. R. Rao - Linear Statistical Inference and Its Applications (2nd Ed.).

Course contents: Chapters 1, 3 and 4 in the course book. * Algebra of Vectors and Matrices - Vector spaces, Theory of Matrices and Determinants, Eigenvalues and Reduction of Matrices, Inequalities * Continuous Probability Models - Univariate Models, Sampling Distributions, Bivariate Normal Distribution * Theory of Least Squares and Analysis of Variance - Linear Estimation, Test of hypotheses and Interval Estimation, One-Way Classified Data, Two-Way Classified Data, Variance Components, Statistical Regression.

Organisation: Lectures and compulsory assignments.

Examination: Hand in problems.

Prerequisites: Basic courses in probability theory, statistical inference and linear algebra.


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Last updated: 2015-08-24