Course

STAT351 Statistical Theory

Credits (ECTS):10

Course responsible:Lars Erik Gangsei

Campus / Online:Taught campus Ås

Teaching language:Engelsk

Limits of class size:100

Course frequency:Annually

Nominal workload:

Lectures: 50 hours.

Colloquia: 30 hours.

Self-study: 170 hours.

Teaching and exam period:This course starts in fall parallel. This course has teaching/evaluation in the fall parallel.

About this course

Continuous and discrete probability distributions, both univariate and multivariate. Matrix formulation of multivariate distributions. Key asymptotic results in estimation theory, with an emphasis on maximum likelihood estimators. Linear regression models treated generally through matrix formulations. Principles of regularization using loss and risk functions, exemplified by Ridge (and Lasso) regression. Introduction to fundamental principles of Bayesian statistics. Simulation in R/R-Studio.

Learning outcome

KNOWLEDGE: The students will aquire a basic theoretical understanding of the most important classes of mathematical-statistical models used for instance when analysing biological data, and for the statistical methods developed in connection with such models.

SKILLS: They should be able to see connections for exponential distribution classes in general and for linear models in particular. They should also understand why and when a model reduction produces better result. The students will also be able to present subject-relevant material both orally and written.

COMPETENCE: The students should be able to apply what they have learned to problems in their studies and later in the professional life and perform analyzes on their own data. They should also be able to ask critical questions about the statistical results presented to them and assess the sustainability of these.

  • Learning activities
    Lectures, self-study, calculation exercises, plenary session for exercise review.
  • Teaching support
    Canvas.
  • Prerequisites
    STAT100 or equivalent, MATH131 or equivalent. Basic knowledge of R/R-studio.
  • Recommended prerequisites
    STAT200 and STAT210 (or similar courses). MATH111 Kalkulus.
  • Assessment method
    Written exam, 3,5 hours, counts 100 %.

  • Examiner scheme

    An internal (NMBU employed) examiner controls and approves the examination assignment and grades the examination papers together with the lecturer.

    An external examiner must approve the evaluation arrangements for the course.

  • Mandatory activity
    One compulsory assignments that has to be approved.
  • Teaching hours
    4 hours per week. 2 hours lectures, and 2 hours plenary session for exercise review.
  • Preferential right
    M-BIAS
  • Admission requirements
    Special requirements in Science