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SF2960 Statistical Theory 6.0 credits

Course offerings are missing for current or upcoming semesters.
Headings with content from the Course syllabus SF2960 (Autumn 2007–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

Likelihood, sufficiency, consistency, ML-estimations. Most powerful and uniformly most powerful estimators, likelihood ratio test. Exponential families.

Intended learning outcomes

To pass the course, the student should be able to do the following:

  • define concepts and derive results in statistical inference theory
  • determine if a statistical model is suitable for a particular statistical problem
  • perform statistical analysis on real data, and
  • critically examine and analyse the correctness and reasonability of calculated results.

To receive the highest grade, the student should in addition be able to do the following:

  • Combine all the concepts and methods mentioned above in order to solve more complex problems.

Literature and preparations

Specific prerequisites

SF1906 (5B1506) Mathematical statistics, basic course, SF2940 (5B1540) Probability theory or equivalent courses.

Recommended prerequisites

No information inserted

Equipment

No information inserted

Literature

Lindgren, B.W. Statistical theory. The MacMillan Company. (The book may be changed by another book.) Material from the Department of Mathematics at the Stockholm University.

Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale

A, B, C, D, E, FX, F

Examination

  • TEN1 - Examination, 6.0 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Other requirements for final grade

A written examination.

Opportunity to complete the requirements via supplementary examination

No information inserted

Opportunity to raise an approved grade via renewed examination

No information inserted

Examiner

No information inserted

Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

Main field of study

Mathematics

Education cycle

Second cycle

Add-on studies

No information inserted