Statistical Inference I (7.5 hp)
Ph.D. course for students in Statistics, Mathematical Statistics, and related areas - Fall 2020
Components: 20 Lectures, 5 Tutorials, Review Session, 10 Homework Assignments, Final Take Home Examination.
Organization: There will be one 3-days gathering comprising about 20 hours of lectures, one lunch to lunch gathering with 10 hours of lectures, and three on-line sessions (three hours each) one before and two after the physical meeting.
The lecture will be entirely based on the following textbook
|Meeting #||Day and location||Topic||Supporting material and comments||Assignment|
|1 (online)||Thursday, November 26, 10:15-11:00||Introduction -- Data, Models, Parameters, and Statistics||TBA||TBA|
|Thursday, November 26, 13:15-14:00||Bayesian set-up||TBA||TBA|
|Thursday, November 26, 15:15-16:00||Sufficiency and exponential Families||TBA||TBA|
|2 (Lund)||Wednesday, December 9, 13:15-15:00||Maximum likelihood estimation||TBA||TBA|
|Wednesday, December 9, 15:15-17:00||Consistency and efficiency||TBA||TBA|
|Thursday, December 10, 8:15-10:00||Testing hypothesis and the Neyman-Pearson lemma||TBA||TBA|
|Thursday, December 10, 10:15-12:00||Uniformly most powerful tests||TBA|
|Thursday, December 10, 13:15-15:00||Discussion session||TBA||TBA|
|Thursday, December 10, 15:15-17:00||Confidence regions||TBA||TBA|
|Friday, December 11, 8:15-10:00||Discussion Session||TBA||TBA|
|Friday, December 11, 10:15-12:00||Frequentist and Bayesian formulations||TBA||TBA|
|Friday, December 11, 13:15-15:00||Prediction intervals||TBA||TBA|
|3 (online)||Thursday, January 14, 10:15-11:00||Discussion session||TBA||TBA|
|Thursday, January 14, 13:15-14:00||Likelihood ratio procedures||TBA||TBA|
|Thursday, January 14, 15:15-16:00||Asymptotical Consistency||TBA||TBA|
|4 (Stockholm)||Wednesday, January 26, 13:15-15:00||The Delta Method with Applications||TBA||TBA|
|Wednesday, January 26, 15:15-17:00||Discussion session||TBA||TBA|
|Thursday, January 27, 8:15-10:00||Asymptotic Theory in One Dimension||TBA||TBA|
|Thursday, January 27, 10:15-12:00||Inference for Gaussian Linear Models||TBA||TBA|
|Thursday, January 27, 13:15-15:00||Discussion Session||TBA||TBA|
|5 (online)||Thursday, February 18, 10:15-11:00||Large Sample Tests and Confidence Regions||TBA||TBA|
|Thursday, February 18, 13:15-14:00||Discussion session||TBA||TBA|
|Thursday, February 18, 15:15-16:00||Generalized Linear Models||TBA||TBA|
Homeworks will serve as a training for the final examination and covering portions of the material as indicated in the above schedule.
They can contribute maximum 40% of the total score for the course.
Final Take-home Exam will serve as the main assessment of acquired knowledge during the course. The solutions will yield maximum 60% of the total score. After returning the take-home exam there will be scheduled a 15 min conversation with each participant of the course about the solutions to the exam and homework problems. After this the final grade will be assigned. It will be a passing grade if at least 55% of the total score is collected.