STK9011 – Statistical Inference Theory
Schedule, syllabus and examination date
The course expands and is a thorough treatment of the theory of statistical inference introduced in earlier courses. The focus is treatment of point estimation and testing of hypotheses.
After completing the course you:
- know how optimality is defined for estimators, tests of hypotheses and interval estimation;
- have been introduced to the exponential family of distributions and seen the most important properties;
- know what sufficient statistics, equivariance (invariance) and Bayes estimators are;
- are familiar with central concepts from asymptotic theory such as convergence in distribution and convergence in probability;
- have seen examples on how the central limit theorem and the law of large numbers are used to find the asymptotic distributions of important estimators and tests.
PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.
If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.
PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.
Recommended previous knowledge
- 10 credits overlap with STK4011 – Statistical Inference Theory
- 3 credits overlap with STK4010 – Asymptotic theory (discontinued)
- 3 credits overlap with STK9010 – Asymptotic Theory (discontinued)
- 6 credits overlap with STK4130 – Estimation Theory (discontinued)
- 6 credits overlap with STK9130 – Estimation Theory (discontinued)
3 hours of lectures/exercises per week.
Final oral or written examination. The form of examination will be announced by the teaching staff by 15 October/15 March for the autumn semester and the spring semester respectively.
In addition, each PhD student is expected to give an oral presentation on a topic of relevance chosen in cooperation with the lecturer. The presentation has to be approved by the lecturer for the student to be admitted to the final exam.
Examination support material
Written examination: Approved calculators are allowed.
Information about approved calculators (Norwegian only)
Oral examination: No resources are allowed.
Language of examination
Subjects taught in English will only offer the exam paper in English.
You may write your examination paper in Norwegian, Swedish, Danish or English.
Grades are awarded on a pass/fail scale. Read more about the grading system.
Explanations and appeals
Resit an examination
Students who can document a valid reason for absence from the regular examination are offered a postponed examination at the beginning of the next semester.
Re-scheduled examinations are not offered to students who withdraw during, or did not pass the original examination.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.