Hide menu

Polopoly will be shut down December 15, 2023. Existing pages will have to be moved or will be removed at that date. Empolyees may read more at FAQ Polopoly Avveckling

MAI0110
Linear Statistical Inference/
Linjära statistisk inferens

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 5-7 in the course book. * Criteria and Methods of Estimation - Minimum Variance Unbiased Estimation, Fisher's Information Measure, Principle of Invariance, Consistency, Efficiency, Method of Moments, Maximum Likelihood, Method of Scoring * Large Sample Theory and Methods - Asymptotic Distribution of Quadratic Functions, Chi-Square Test, Contingency Tables, Large Sample Tests, Order Statistics, Transformation of Statistics * Theory of Statistical Inference - Testing of Statistical Hypotheses, Confidence Intervals, Sequential Analysis, Decision Theory, Nonparametric Inference, Ancillary Information.

Organisation: Lectures and compulsory assignments.

Examination: Hand in problems.

Prerequisites: Basic courses in probability theory, statistical inference, linear algebra and the first course Linear Statistical Models (MAI0109).


Page manager: karin.johansson@liu.se
Last updated: 2022-11-15