STK4090 – Statistical large-sample theory

By completing the course, you will

• know how to construct approximations to the distributions of important classes of estimators and test statistics
• be able to build confidence intervals and confidence curves based on such approximations
• have learned basic limit theorems and techniques associated with limiting normality and associated distributions
• have understood classes of empirical processes and their limits, involving Brownian motion
• have worked with non-trivial statistical applications of the general large-sample theory.

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.

It is strongly recommended to have taken STK4011 – Statistical Inference Theory.

In addition:

• STK1100 – Probability and Statistical Modelling
• STK1110 – Statistical Methods and Data Analysis
• MAT2400 – Real Analysis

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.

Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.

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

The form of examination will be announced by the teaching staff by 1 October/1 March for the autumn semester and the spring semester respectively.

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: STK9090 – Statistical large-sample theory

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.