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.
Admission to the course
PhD candidates from the Faculty of Mathematics and Natural Sciences at 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
- 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 STK4011 – Statistical Inference Theory.
- 6 credits overlap with STK4130 – Estimation Theory (discontinued).
- 3 credits overlap with STK4010 – Asymptotic theory (discontinued).
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 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.
In addition, each PhD candidate 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 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: STK4011 – 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 pass/fail scale. Read more about the grading system.
Resit an examination
This course offers both postponed and resit of examination. Read more: