STK4011 – Statistical Inference Theory
Course description
Course content
The course expands and is a thorough treatment of the theory of statistical inference introduced in earlier courses. The focus is treatment of point estimation and testing of hypotheses.
Learning outcome
After completing the course you
- know how optimality is defined for estimators, tests of hypotheses and interval estimation
- have been introduced to the exponential family of distributions and seen the most important properties
- know what sufficient statistics, equivariance (invariance) and Bayes estimators are
- are familiar with central concepts from asymptotic theory such as convergence in distribution and convergence in probability
- have seen examples on how the central limit theorem and the law of large numbers are used to find the asymptotic distributions of important estimators and tests.