STK4180 ¨C Confidence distributions

Course content

Confidence distributions are posterior distributions obtained without priors. In contrast to Bayesian posteriors they are unbiased distributions for parameters. Statistical inference with confidence distributions synthesises Bayesian and frequentist inference, which are in conflict.

This course gives a general introduction to the construction and uses of confidence distributions in different settings, from simple parametric models to more complicated situations. Confidence distributions are useful for applied inference and reporting. It provides a platform for effectively combining information across different information sources (meta-analysis). Statistical inference with confidence distributions, and also other non-Bayesian distributional inference, is in rapid development.

Learning outcome

The course gives the background and tools for constructing, interpreting and using confidence distributions in a wide spectrum of models and situations, including problems related to combining information across diverse data sources.

Admission to the course

Students admitted at UiO must?apply for courses?in Studentweb. Students enrolled in other Master's Degree Programmes can, on application, be admitted to the course if this is cleared by their own study programme.

Nordic citizens and applicants residing in the Nordic countries may?apply to take this course as a single course student.

If you are not already enrolled as a student at UiO, please see our information about?admission requirements and procedures for international applicants.

Recommended previous knowledge

• STK1100 ¨C Probability and Statistical Modelling
• STK1110 ¨C Statistical Methods and Data Analysis
• STK4100 ¨C Introduction to Generalized Linear Models

Overlapping courses

• 10 credits overlap with STK9180 ¨C Confidence distributions.

Teaching

2 + 1 hours of lectures/exercises per week throughout the semester.

The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.

Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.

Examination

Project assignment which counts 50 % towards the final grade. Final written exam 4 hours which counts 50 % towards the final grade.

When writing a project assignment make sure to familiarize yourself with the rules for use of sources and citations. Breach of these rules may lead to suspicion of attempted cheating.

It will also be counted as one of the three attempts to sit the exam for this course, if you sit the exam for one of the following courses: STK9180 ¨C Confidence distributions

Examination support material

For project assignment: All support material is allowed.

For written examination: Each student may bring one hand-written sheet of A4-paper.

Language of examination

Courses taught in English will only offer the exam paper in English. You may write your examination paper in Norwegian, Swedish, Danish or English.

Grading scale

Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.

Resit an examination

This course offers both postponed and resit of examination. Read more:

• Illness at exams / postponed exams
• Withdrawal during an examination / Resitting an examination

More about examinations at UiO

• Use of sources and citations
• Special exam arrangements due to individual needs
• Withdrawal from an exam
• Illness at exams / postponed exams
• Explanation of grades and appeals
• Resitting an exam
• Cheating/attempted cheating

You will find further guides and resources at the web page on examinations at UiO.