Latest news

NEW 120227:  The returns are, at long last, corrected. They are in their usual place, in the brown box outside my office. I really apologize for the delay. I'm planning on being in my office for the greater part of the week, so if you have any questions you are welcome to drop by.


120109: I have underestimated my workload, so “some time in January” will actually be the first week of February. That is, the time for the re-examination period is now decided, and will take place Monday the 30:th of January to Monday the 6:th of February.

Some of you have already handed in their returns. Those I have corrected (they can be found in the usual brown box outside my door) and any eventual change in grade should be registered during this week.


111107:  I have now corrected all the lab reports that I am aware of. You can find them in the usual brown box outside my door.

     I know that I said there will be no more grading until January. However, I am aware that being 0.5 point from a certain grade because of a mishap that it will take you five minutes to correct and me another five minutes to check is frustrating. If yours is such a case, you have until Wednesday afternoon to fix it.

111028: After some speed-correcting I ended up somewhere around this Tuesday. About Monday and The Deadline. You can hand in the reports during the whole day. Also, some returns concern minor things that can be cleared up in five minutes face-to-face, so I'll be in my office more or less the whole day in case you feel the need to drop by.

111024: More projects are corrected. I'm somewhere around Monday - Tuesday of last week right now. I'll try to correct at least a few reports each day during this week.

111024: The deadline is closing in, and some you may have thoughts about the “re-examination period” in January. So I'll clarify a few points about it.

    I'm going to re-open the course for two weeks in January (probably around the 14:nth, I'll come back with a more precise date later). During those weeks I will be collecting hand-ins and answering whatever questions you may have. You can use this opportunity to get a pass, but also if you want to raise up your grade, say, from three to four. You can do it both if you are a Chalmers student and a University student. That is, the usual GU rule of not changing your grade if you already have a pass does not apply.

    However, note that I will accept only one hand-in per lab. So there will not be any double and triple returns of the same project as was the case during the course itself.

    Lastly, the final limits that I set for the grading are as follows:

Chalmers:
Pass – the compulsory tasks in each project and nothing else.
Four – compulsory + 12 points
Five – compulsory + 22 points

GU:
Pass – the compulsory tasks in each project and nothing else.
VG – compulsory + 18 points


111020: A few more projects are corrected.

111020: Here is the course evaluation form. Although it was created for TM students, even those of you outside of that program can fill it in. I would really appreciate it if you do.

111019: I continue to struggle with the reports (the reports are winning), so there are some more corrected ones outside my office. I now have corrected at least one lab from everybody who, according to my mailbox, has handed something in. So if you did hand something in and got no response, please contact me.

111017: More projects (but far from all) are corrected. Most of Lab 6 should be there.

111017: The project comments page is updated.

111013: Due to several people pointing out to me that the next week is the exam period, I am moving the extra lab session one week. That is, the last lab session is moved to Monday the 24. In the meantime, you are welcome to contact me by mail (or come to my office) if you have any questions.

111012: More projects are corrected, but no lab 6 so far.

111011:  There is going to be an extra lab session on Monday the 17:th (next week, that is). As usual 8.00 – 12.00.

111008: The reports that I got up to Wednesday are corrected.

111008: Projects comments page is updated. Also, here is some advice on the report writing. Yes, I am aware that I am on the very late side here, I put it up just in case some of you still want it.

111005: The projects comments page is updated.

111005: Yet another batch of projects is corrected. Most of 1 and 5 should be there.

111005: Those of you overly ambitious people who wanted to know how the last task of project 6 could be solved analytically, look here.

111003: The last project has been re-uploaded, with minor changes to questions 2 and 3. Hope they are more clear now.

111002:  The last assignment is up. The next batch of reports is partly corrected (lab 2 – 4). Also, the non-mandatory lecture that was supposed to take place October the 12:th (meaning not the next one, but the one thereafter) is canceled. Eventually will be replaced with lab work time.

110926: The fifth project is up.

110925: The next batch of assignments is now corrected, lab 1-3 + returns should be there. Those of you who write returns, please indicate clearly either in the report file itself or in the mail what you have changed. Or, better yet, write your return as a separate section or file. Also, the project comments page is updated.

110922: The project comments page updated.

110921: For all of you who have tried to download Matlab/Mathematica to your laptop and couldn't get to the server, try writing NET\your_cid_name at the login.

110919: The fourth project is up (OBS! Changed from the one available in the morning). Also, project comments page has been updated.

110917: I have corrected all the assignments that I've got so far. You can find them in the brown fileholder opposite of my door.

110912: The third project is now up.

110907: Projects comments page updated. Also, some reference literature is in the book list. Will add more to it with time.

110905: The new decision theory project (Lab 2) is now available. Also some more questions about project 1 came up, so the list in “project updates and comments” got longer.

110903: Created a Project updates and comments page. Also, the programming/writing advice pages are being slowly updated.

110901: I uploaded the .tex file for one of the projects under the "Writing" link below. You can use it for copy/pasting Latex code if you want.

110829: First lecture is on Wednesday 11-08-31, 10.00, MVF31. Also, a new, updated Project 1 is now available.

110727: The course homepage is at long last being updated.

Examiner and lecturer

Teacher: Vera Lisovskaja. Examiner: Patrik Albin

Contact information:

Vera Lisovskaja

www: http://www.chalmers.se/math/SV/organisation/matematisk-statistik/personal/doktorander/lisovskaja-vera

Email: vera@chalmers.se

Telephone: 031 772 5380

Room: L3098

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 lectures will be given in room MVF31 on Wednesdays, 10.00-12.00.

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 herepdf-file.

 

Weekly plan

Day

Chapter

Contents

 110831

 1

 Introduction, Robustness and distribution assumptions: pdf-file.

 110901

 1

 Project work

 110905

 1

 Project work

 110907

 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 Matlab.

 110908

 2

 Project work

 110912

 2

 Project work

 110914

 3

 Bootstrap. The lecture notes and the project are here. The software is R.

 110915

 3

 Project work

 110919

 3

 Project work

 110921

 4

 Simulation of stochastic processess. The notes here.

 110922

 4

 Project work

 110926

 4

 Project work

 110928

 5

 Reliability and survival.  The notes are here.

 110929

 5

 Project work

 111003

 5

 Project work

 111005

 6

 Monte Carlo integration. The notes are here.

 111006

 6

 Project work

 111010

 6

 Project work

 111012

 7

 The lecture is cancelled! 

 111013

 1-7

 Project work

 

Computer labs

Labs : The computer rooms MVF22 and MVF25 are booked for Mondays 8.00 - 12.00 and Thursdays 8.00 - 12.00.
Programming: Advice on programming is given here.
Writing: Advice on Latex and report writing is given 
here.

Working on your own laptop: You can, of course, work on your own computer. You should be able to download Matlab and Mathematica from here. R is free and can be downloaded from this site. There also are free Latex compilers out there, for example this one. To find a C compiler, just google.

Examination

Examination is handled by means of 6 mandatory projects, which are preferably carried out in pairs of 2 students. Each project will consist of two parts. The first part has to be completed in order to get a pass grade. The second part will give extra points the sum of which, taken over all the projects, will determine a higher grade. Written reports are to be handed in on the projects. The reports are required to be written in Latex (using pre-prepared Latex files 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.