STK4011 – Statistical Inference Theory
Schedule, syllabus and examination date
Changes in the course due to coronavirus
Autumn 2020 the exams of most courses at the MN Faculty will be conducted as digital home exams or oral exams, using the normal grading scale. The semester page for your course will be updated with any changes in the form of examination.
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.
Admission to the course
Students admitted at UiO must apply for courses in Studentweb. Students enrolled in other Master's Degree Programmes can, on application, be admitted to the course if this is cleared by their own study programme.
Nordic citizens and applicants residing in the Nordic countries may apply to take this course as a single course student.
If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures for international applicants.
Recommended previous knowledge
- STK1100 – Probability and Statistical Modelling
- STK1110 – Statistical Methods and Data Analysis
- STK2100 – Machine Learning and Statistical Methods for Prediction and Classification or STK3100 – Introduction to Generalized Linear Models
- 10 credits overlap with STK9011 – Statistical Inference Theory.
- 6 credits overlap with STK4130 – Estimation Theory (discontinued).
- 3 credits overlap with STK4010 – Asymptotic theory (discontinued).
3 hours of lectures/exercises per week throughout the semester.
The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.
Final written exam 4 hours or final oral exam, which counts 100 % towards the final grade.
The form of examination will be announced by the lecturer by 15 October/15 March for the autumn semester and the spring semester respectively.
This course has 1 mandatory assignment that must be approved before you can sit the final exam.
It will also be counted as one of the three attempts to sit the exam for this course, if you sit the exam for one of the following courses: STK9011 – Statistical Inference Theory
Examination support material
Written examination: Approved calculators are allowed. Information about approved calculators in Norwegian.
Oral examination: No examination support material is allowed.
Language of examination
Courses 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.
Resit an examination
This course offers both postponed and resit of examination. Read more: