STK4011 – Statistical Inference Theory

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 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.

• 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

4 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 or final oral exam, which counts 100 % towards the final grade.

The form of examination will be announced by the lecturer by 1 October/1 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

Written examination: Approved calculators are allowed. Information about approved calculators in Norwegian.

Oral examination: No examination support material is allowed.

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.