Statistical Inference, 7.5 Credits

Contents

The course aims to give the student a deeper understanding of statistical thinking and thus a good basis for understanding applications as well as for further studies at the postgraduate level. The course first covers classical inference theories - Bayesian, frequentist, Fisherian - and then a number of influential topics, such as survival analysis, generalized linear models, empirical Bayes, resampling methods including jackknife and bootstrap, and methods for assessing prediction errors. The methods are illustrated with examples using real data.

Expected learning outcomes

For a passing grade, the student must be able to

Knowledge and understanding

• account for classical inference theory
• account for modern statistical inference
• account for the opportunities and limitations of inference methods.

Skills and abilities

• combine direct statistical proofs with indirect such, in statistical inference
• apply and reason on different models, estimation methods and ways of thinking
• apply resampling methods for statistical inference
• apply different methods for assessment of predction errors

Judgement and approach

• independently search for new knowledge, and judge its relevance for specific statistical problems

Required Knowledge

The course requires 90 ECTS including 7,5 ECTS Calculus and either 12 ECTS Mathematical Statistics or 75 ECTS Statistics. Proficiency in English and Swedish equivalent to the level required for basic eligibility for higher studies.

Form of instruction

The teaching consists of lectures and problem solving sessions.

Examination modes

The course is assessed by a written exam. During the course, there is a possibilty to hand in non-mandatory written home assignments that can give bonus points on the exam. For the whole course, one of the following grades is assigned: Fail (U), Pass (G), Pass with distinction (VG).

Deviations from the syllabus examination form can be made for a student who has a decision on pedagogical support due to disability. Individual adaptation of the examination form shall be considered based on the student's needs. The examination form is adapted within the framework of the expected learning outcomes of the course syllabus. At the request of the student, the course coordinator, in consultation with the examiner, must promptly decide on the adapted examination form. The decision shall then be communicated to the student.

A student who has been awarded a passing grade for the course cannot be reassessed for a higher grade. Students who do not pass a test or examination on the original date are given another date to retake the examination. A student who has sat two examinations for a course or a part of a course, without passing either examination, has the right to have another examiner appointed, provided there are no specific reasons for not doing so (Chapter 6, Section 22, HEO). The request for a new examiner is made to the Head of the Department of Mathematics and Mathematical Statistics. Examinations based on this course syllabus are guaranteed to be offered for two years after the date of the student's first registration for the course.

Credit transfer
All students have the right to have their previous education or equivalent, and their working life experience evaluated for possible consideration in the corresponding education at Umeå university. Application forms should be addressed to Student services/Degree evaluation office. More information regarding credit transfer can be found on the student web pages of Umeå university, http://www.student.umu.se, and in the Higher Education Ordinance (chapter 6). If denied, the application can be appealed (as per the Higher Education Ordinance, chapter 12) to Överklagandenämnden för högskolan. This includes partially denied applications.

Other regulations

In a degree, this course may not be included together with another course with a similar content. If unsure, students should ask the Director of Studies in Mathematics and Mathematical Statistics. The course can also be included in the subject area of computational science and engineering.

In the event that the syllabus ceases to apply or undergoes major changes, students are guaranteed at least three examinations (including the regular examination opportunity) according to the regulations in the syllabus that the student was originally registered on for a period of a maximum of two years from the time that the previous syllabus ceased to apply or that the course ended.