Linear Statistical Models/
Linjära statistiska modeller
Number of credits: 8 hp
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.
Last updated: 2022-11-15