TMA4295 Statistical inference
Lecturer: Øyvind Bakke (e-mail), Sentralbygg 2, room 1234. Telephone (735)98126.
Teaching assistant: Rupali Akerkar (e-mail), Sentralbygg 2, room 1124. Telephone (735)92021.
Eksamen
Bokmål
Nynorsk
English
Solutions
Grades
Messages
Exam on Friday
If you have questions, contact Rupali or Øyvind. It is strongly recommended that you go through all old exam sets. (29.11.2010)
Last lecture
Tomorrow we will have a look at old exam problems. So far I have only received one request: 2006 1a–c. (24.11.2010)
Tuesday lectures moved
Because of collision with Time series analysis, starting next week, Tuesday lectures will be moved to Wednesdays, 10:15–12:00, room 656 (Sentralbygg 2, 6th floor). (25.8.2010)
First lecture
The first lecture will be on Tuesday 24 August at 14:15–16:00 in F3. (18.8.2010)
About the course
General information
Norwegian
English
Exam
The exam will be held on Friday 3 December 2010 at 9:00. It is a 4 hour written exam. Permitted aids are Tabeller og formler i statistikk (Tapir forlag), Matematisk formelsamling by K. Rottmann, one calculator (Citizen SR-270X or HP 30S) and one yellow stamped A5 sheet with your own handwritten notes.
Textbook
George Casella and Roger L. Berger: Statistical Inference, Second Edition, 2002.
Reading list
1. Probability theory. 1.1, 1.2.1–2, 1.3–6
2. Transformations and expectations. 2.1–3
3. Common families of distributions. 3.1–5, 3.6.1
4. Multiple random variables. 4.1–6, 4.7 (only Cauchy–Schwarz, Liapounov's and Jensen's inequality)
5. Properties of a random sample. 5.1–3, 5.5 (assumed knowledge of 5.4 and 5.6)
6. Principles of data reduction. 6.1, 6.2.1–2, 6.2.4 (only Definition 6.2.21 and Theorems 6.2.25, 6.2.28)
7. Point estimation. 7.1, 7.2.1–2, 7.3.1–3
8. Hypothesis testing. 8.1, 8.2.1, 8.2.3, 8.3.1–2, 8.3.4
9. Interval estimation. 9.1, 9.2.1–3, 9.3.1
10. Asymptotic evaluations. 10.1, 10.3–4
11. Regression. 11.1, 11.3.1–5
Teaching
Lectures
There are lectures on Wednesdays, 10:15–12:00, room 656 (Sentralbygg 2, 6th floor) and on Thursdays, 12:15–14:00, in F3.
Problem sessions
There are problem sessions on Mondays, 16:15–17:00 in F2. The first problem session will be in week 35 (30 August).
Provisional teaching plan
The plan will be updated gradually.
| Week | Problem session | Date | Lecture no. | Chapter/section
|
|---|
| 34 | | 24.8 | 1 | 1.1–3
|
| | | 26.8 | 2 | 1.3–6, 2.1
|
| 35 | 1 | 1.9 | 3 | 2.1–3
|
| | | 2.9 | 4 | 2.3, 3.1–2
|
| 36 | 2 | 8.9 | 5 | 3.2–4
|
| | | 9.9 | 6 | 3.5, 3.6.1, 4.1
|
| 37 | 3 | 15.9 | 7 | 4.2–3
|
| | | 16.9 | 8 | 4.3–5
|
| 38 | 4 | 22.9 | 9 | 4.5–7
|
| | | 23.9 | 10 | 5.1–5.3.1
|
| 39 | 5 | 29.9 | 11 | 5.3.1–2, 5.5.1–2
|
| | | 30.9 | 12 | 5.5.2–4
|
| 40 | 6 | 6.10 | 13 | 6.1–6.2.1
|
| | | 7.10 | 14 | 6.2.1–2. 6.2.4
|
| 41 | 7 | 13.10 | 15 | 6.2.4, 7.1, 7.2.1–2
|
| | | 14.10 | 16 | 7.2.2, 7.3.1–2
|
| 42 | 8 | 20.10 | 17 | 7.3.2–3
|
| | | 21.10 | 18 | 7.3.3
|
| 43 | 9 | 27.10 | 19 | 8.1, 8.2.1, 8.2.3
|
| | | 28.10 | 20 | 8.2.3, 8.3.1–2
|
| 44 | 10 | 3.11 | 21 | 8.3.2
|
| | | 4.11 | 22 | 8.3.2, 8.3.4
|
| 45 | 11 | 10.11 | 23 | 8.3.4, 9.1, 9.2.1
|
| | | 11.11 | 24 | 9.2.1–3, 9.3.1
|
| 46 | 12 | 17.11 | 25 | 10.1.1–2
|
| | | 18.11 | 26 | 10.1.3, 10.3.1
|
| 47 | 13 | 24.11 | 27 | 10.3.1–2, 10.4, 11.1, 11.3
|
| | | 25.11 | 28 | 11.1, 11.3
|
Exercises
Exercises, week 35
1: 1, 2, 4, 9, 11, 13, 33, 38–9
Exercises, week 36
1: 49, 52
2: 1, 12, 15, 17–20
Exercises, week 37
2: 25, 31
3: 21, 23, 25
4: 1–2
Exercises, week 38
4: 6, 13, 41–3, 58, 63
Exercises, week 39
5: 5, 15, 21–22
Exercises, week 40
5: 23, 31
Exercises, week 41
6: 1, 3, 6, 19
Exercises, week 42
7: 1, 2a, 6bc, 7–8, 11 (in (a) only find MLE)
Exercises, week 43
6: 21–22
7: 37–38, 40–41, 47
Exercises, week 44
8: 1, 13–16, 18
Exercises, week 45
8: 19 (equations only solved numerically), 23, 27, 31, 45
Exercises, week 46
9: 1–2, 8, 13
Exercises, week 47
10: 2–3
Previous exams
2002
2003
2004
2006
2007
2008
2009 spring
2009 autumn