TMA4295 Statistical inference
Lecturer: Øyvind Bakke (email), Sentralbygg 2, room 1234. Telephone (735)98126.
Teaching assistant: Gabriele Martinelli (epost), Sentralbygg 2, room 1038. Telephone (735)50288.
Exam
Bokmål
English
Solutions (corrected 20 December 2011)
Messages
Last lectures
On Monday 21 November (if time permits) and Wednesday 23 November we will have a look at old exam problems. Please email me suggestions. (16.11.2011)
Problem session cancelled on 24 October
See information below. (21.10.2011)
Problem session cancelled on 5 September
Gabriele will be away all of week 36. However, you are welcome to visit Gabriele at his room 1124 in week 35 if you have questions about the exercises. (31.8.2011)
New time and place for lectures
Starting 29 August, lectures will take place on Mondays at 13:15–15:00 in room 656, 6th floor, Sentralbygg 2, and on Wednesdays at 8:15–10:00 in room 734, 7th floor, Sentralbygg 2. Note the change of room on Wednesdays. (24.8.2011)
Possible new times for lectures
Because of collisions with other courses, we will try to change the times for the lectures. Possible time intervals seem to be Monday 11–15 and Wednesday 14–16. Also Wednesday 10–13 could be possible in two weeks. Please email me as soon as possible if you have other courses in these time intervals. We will discuss this tomorrow morning. (23.8.2011)
First lecture
The first lecture will be on Tuesday 23 August at 08:15–10:00 in F2. (18.8.2011)
About the course
General information
Norwegian
English
Exam
The exam will be held on Saturday 17 December 2011 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 SR270X 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 (will be modified during the course)
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
Lectures will be on Mondays at 13:15–15:00 in room 652, Sentralbygg 2, and on Wednesdays at 08:15–10:00 in room 734, Sentralbygg 2.
Problem sessions
There are problem sessions on Mondays at 12:15–13:00 in F4. The first problem session will be in week 35 (29 August).
Provisional teaching plan
The plan will be updated gradually.
Week  Problem session  Date  Lecture no.  Chapter/section


34   23.8  1  1.1–2

  24.8  2  1.2–6

35  1  29.8  3  1.6, 2.1–2

  31.8  4  2.2–3, 3.1–2

36  2  5.9  5  3.2–4

  7.9  6  3.4–5, 3.6.1

37  3  12.9  7  3.6.1, 4.1–2

  14.9  8  4.3–4

38  4  19.9  9  4.4–6

  21.9  10  4.6–7, 5.1–2

39  5  26.9  11  5.2–3.2

  28.9  12  5.3.2, 5.5.1–3

40  6  3.10  13  5.5.3–4, 6.1–2.1

  5.10  14  6.2.1–2

41  7  10.10  15  6.2.2, 6.2.4

  12.10  16  6.2.4, 7.1–2.2

42  8  17.10  17  7.2.2, 7.3.1–2

  19.10  18  7.3.3

43  9  24.10  19  7.3.3, 8.1, 8.2.1

  26.10  20  8.2.1, 8.2.3, 8.3.1

44  10  31.10  21  8.3.2

  2.11  22  8.3.2, 8.3.4

45  11  7.11  23  9.1, 9.2

  9.11  24  9.3.1, 10.1.1–2

46  12  14.11  25  10.1.2–3

  16.11  26  10.3.1–2, 10.4.1

47  13  21.11  27  10.4.1–2, 11.1, 11.3

  23.11  28  Recapitulation

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
Exercises, week 38
4: 1–2, 6, 13, 21, 24
Exercises, week 39
4: 41–3, 58, 63
5: 5, 15
Exercises, week 40
5: 21–23, 31, 35
Exercises, week 41
6: 1, 3, 6–7
Exercises, week 42
6: 19, 21–22
7: 1, 2a, 6–8, 11 (in (a) only find MLE)
Exercises, week 43
You may have noticed that Erik Solbu substitutes for Gabriele, who will be back in week 44. This Monday Erik will be away.
For some of the problems, a technique that will be presented on the lecture on Monday may be useful, so perhaps you will want to wait until after the lecture to start solving the problems. Ask Erik or me if you have questions, or wait until next Monday, when the problem session will run as normal.
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
2010: bokmål,
nynorsk,
English,
solutions