OBS! This is the homepage from the last year. So if you are taking the course right now and got here through ftek, then you are in the wrong place.

Latest news

101006: Course evaluation: Please download form courseeval.pdf, print and put in the blue box outside Magnus office.

100930: Please note that due to problems with Mathematica, the Linux computer room MVF:22 has been booked (in addition to MVF:24-25) for the lab sessions on Oct 7 and Oct 11.

100930: Project 6 is now added to the weekly plan.

100923: Project 5 is now added to the weekly plan. Please note that software is optional for this project.

100916: Course web site updated.

100908: Responsible teacher added to weekly plan.

100820: First lecture: August 31 at 1.15 pm in lecture hall Pascal

Examiner and lecturer

Teachers: Sofia Tapani and Magnus Röding. Examiner: Patrik Albin

Contact information:

Sofia Tapani

www: http://www.chalmers.se/math/SV/organisation/matematisk-statistik/personal/doktorander/tapani-sofia

Email: sofia.tapani@chalmers.se

Telephone: 031 772 5336

Room: L3101

Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden


Magnus Röding

www: http://www.chalmers.se/math/SV/organisation/matematisk-statistik/personal/doktorander/roding-magnus

Email: roding@chalmers.se

Telephone: 031 772 3556

Room: L3068

Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden

 

Course literature

Lecture notes that will be handed out during class. These notes will also be available to download from this page.

 

Preliminary plan for lectures and classes

The course consists of seven lectures and 6 mandatory projects. The focus is on learning how to solve statistical problems with a selection of statistical software. Course programme can be found here: pdf-file</

 

Weekly plan

Day

Chapter

Contents

 100831

 1

 Introduction, Robustness and distribution assumptions: pdf-file, data file for laboration 1 ibm.txt. The laboration is to be carried out in MATLAB. Teacher: Magnus

 100902

 1

 Project work

 100906

 1

 Project work

 100907

 2

 Decision theory: pdf-file, data file for laboration 2: stockdata.tsv. Stock prices are in order in this file, so you do not need to change the indexing. The laboration is to be carried out in Mathematica. Teacher: Sofia

 100909

 2

 Project work

 100913

 2

 Project work

 100914

 3

 Resampling methods: pdf-file, data files for laboration 3: boot1.dat, boot2.dat. The laboration is to be carried out in R, unfortunately the file for invoking R in Emacs does not work. Teacher: Sofia

 100916

 3

 Project work

 100920

 3

 Project work

 100921

 4

 The Monte Carlo method: pdf-fileThe laboration is to be carried out in MATLAB and C/C++. Teacher: Sofia

 100923

 4

 Project work

 100927

 4

 Project work

 100928

 5

 Simulation of stochastic processes: pdf-file Software is optional. Teacher: Magnus

 100930

 5

 Project work

 101004

 5

 Project work

 101005

 6

 Analytical manipulations in bioinformatics: pdf-file The laboration is to be carried out in Mathematica. Teacher: Magnus

 101007

 6

 Project work

 101011

 6

 Project work

 101012

 7

 More on simulation of random variables: pdf-file This non-mandatory lecture gives additional important facts about simulation of random variables. Note that there is no laboration on this lecture, and that it is up to each student to decide individually if he or she want to learn the subject matter covered by the lecture. The teachers of the course have the opinion that the material is very important for a statistician to know about.

 091014

 1-7

 Project work

 

Computer labs

The computer rooms MVF:24 and MVF:25 are booked for our lab work Mondays 8.00-11.45 am and Thursdays 1.15-5 pm starting Thursday September 2. Sofia or Magnus will visit the computer rooms every now and then during these hours to answer questions. Students are welcome to contact Sofia
 or Magnus by means of email (usually the most convenient method of contact), in person or by telephone, whenever they need help with the course.

Programming: Advice on Latex and programming is given here.

Examination

Examination is handled by means of 6 mandatory projects, which are preferably carried out in pairs of 2 students. Written reports are to be handed in on the projects (see below), and examination is done based on the reports as follows: Each report is given a grade between 0 and 15 points. At Chalmers, a total score on the projects between 0-44 means failure, 45-59 gives grade 3, 60-74 gives grade 4 and 75-90 gives grade 5. At GU, 0-44 means failure, 45-67 gives grade G and 68-90 gives grade VG. The reports are required to be written in Latex using pre-prepared Latex
les available from the course home page. The reports shall contain the computer codes used, preferably inside the actual report rather than in an appendix. The reports should preferably be handed in by email within 2 weeks after they have been presented at the lectures. A short oral exam is required at the end of the course just to check that the student has prepared his/her reports himself/herself. Albeit the projects are usually carried out in pairs, it is required that each student writes his/her own report.