STK4011 – 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.
Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.
If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.
Recommended previous knowledge
STK1100 – Probability and Statistical Modelling,STK1110 – Statistical methods and data analysis, and one of the following courses: STK2100 – Machine Learning and Statistical Methods for Prediction and Classification, STK2120 – Statistical Methods and Data Analysis 2 (discontinued) or STK3100 – Introduction to generalized linear models
- 10 credits overlap with STK9011 – 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.
Examination support material
For written examination: Approved calculators are allowed.
Information about approved calculators (Norwegian only)
For 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 scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.
Explanations and appeals
Resit an examination
This course offers both postponed and resit of examination. Read more:
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.