Latest news
2016-01-28: The deadline for re-examination in August is decided. The final day to hand in reports is Fri Aug 26, send the reports by e-mail to Anna (anna.rehammar@chalmers.se). If you hand in returns for lab 3-6, remember to also hand in the earlier versions of your report and previous comments from the teacher, without that we are not able to give you additional points. For paper copies (only needed for previous hand-written comments on lab 3-6, not the new versions) there will be a box outside Annas office, or you can e-mail scanned documents. Please also remember to clearly indicate what you have changed if you hand in returns.

2015-11-12: We have now decided on the date for the deadline in January, for reexamination. The final day to hand in reports is Mon Jan 18, send the reports/returns via email to Anna Rehammar. Remember that you can both hand in reports for the first time, and returns for reports that you already got comments on during the course period (even if you already did one return during the course period). If you hand in returns for lab 3-6, remember to also hand in the earlier versions of your report and previous comments from the teacher, without that we are not able to give you additional points. There is a box for this outside Annas office.
However, to be clear, you can only hand in one version per report during the re-examination period.

2015-11-02: Regarding todays deadline (Nov 2, 23.59): It is OK to hand in the paper copy tomorrow morning (for lab4-6 and returns for lab3), as long as the report/return is sent by email at the latest Nov 2. Remember to also hand in the original report with comments if you do a return for lab3-6.

2015-10-28: All reports for lab4-6 handed in before 2015-10-27 are now corrected and can be found outside Annas office.

2015-10-23: Since several of you have asked for an extra opportunity to ask questions about the lab, we offer one more time to do so: at Thursday Oct 29 9.00-11.30 Anna will be in her office and answer questions. If you have questions of administrative nature, please email Anna!

2015-10-22: Now, the scheduled teaching in the course is finished. After today, you can pick upp your corrected reports (lab 3-6) outside Annas office. And just nearby, outside Marianas office you can hand in returns (lab 3-6) and written copies of yur reports (lab 4-6). Lab 1 and 2 is handled via email as before. I has been nice meeting you, good luck with finishing the reports and with your other exams!

2015-10-14: The corrections for all reports for lab1-3 that were handed in before the deadlines are now finished and we will continue with the reports that were handed in after the deadlines. In order for you to get the reports back a bit earlier, we have got help from an additional assistant in the correction of lab 3. This means that you will get back your corrections on a paper copy for lab 3 (during exercises), and hence you must also hand in the return in a paper copy (in a box marked HAND IN OF RETURNS, as for lab4-6). Please note that in all cases where you get corrections on a paper copy and wants to do a return you must hand in the corrected document with comments, in addition to your return, for us to be able to see what comments we wrote last time.

2015-10-11: The powerpoint-presentation from the introduction to C that Mariana was giving last Thursday can be found on the page with advices for programming. Look under the header "C".

2015-10-08: Lecture notes to lab 5 have been updated. The old version had an error in the formula for the error of stratified sampling technique.

2015-10-07: A reminder of the "introduction to C" that Mariana will give during the exercise tomorrow (9.00 MVF26, se schedule section below)! Also, for lab 5 in C we really recommend you to work on a Linux computer! If you want to work on a Windows computer that's of course fine, but during the exercise sessions we will only help you run C programs on the Linux computers.

2015-10-05: Now the documents with lecture notes&lab instructions for lab 5&6 are published below.

2015-09-29: On Thursday we will have a course evaluation meeting at lunchtime. Please talk to the teachers or the course representatives if you want us to discuss a certain question/suggestion for improvement etc.! The course representatives for TMS150 are Anna Källsgård, Vidar Nelson, Ida Trangsrud and Filip Wikman.

2015-09-29: The powerpoint-presentation from today's lecture can be downloaded from below (schedule section). A link to an introductory text about bootstrap: Bootstrap methods and permutations tests. For example, the introduction on page 2 is really good if you want a motivation why we should learn about bootstrap.

2015-09-25: Now the document with lecture notes&lab instructions for lab 4 is published below. Also, for this lab we have "Instructions for report writing, lab 4" that helps you to structure your report and choose what to include. There are two versions, we recommend you to use the first version if you work with both non-parametric (Assignment 2) and parametric bootstrap (Assignment 3) as we think this will result in a shorter report and give you a better overview. However if you choose to solve only part of lab 4 it might be more convenient to use the second version.

2015-09-15 and 2015-09-22: The powerpoint-presentation from today's lecture can be downloaded from below (schedule section). Also note the additional comments/hints/references in the Computer lab-section below.

2015-09-07: The demo-script that Tobias showed you during today's introduction to R, can be found on this page. Look under the heading "R". On Thursday there will be an introduction to Mathematica, see the schedule for Computer labs.

2015-08-12: For those of you that do not have a computer account that works in the computer rooms or an entry card, there will be an oppurtunity to get this directly after the first lecture on Tuesday. Go to the room for IT support at the math department (second floor in the lowest of the two math buildings, just before the bridge to the physics building) at 9.45 Sep 1.

2015-08-12: Welcome to the course! The course homepage will be extensively updated during the upcoming days. All information given on the course homepage before week 36 is preliminary!
The schedule for the course, with information about rooms, can be found via the link to webTimeEdit top of the page. Just search for the course TMS150.

Teachers
Teachers: Anna Rehammar (also course coordinator)

Email: anna.rehammar@chalmers.se

Telephone: +46 31 772 35 27

Room: L3099

Adress: Matematisk Statistik CTH, 412 96 Göteborg, Sweden


Mariana Pereira

           

Email: marbuo@chalmers.se

Telephone: +46 31 772 53 80

Room: L3100

Adress: Matematisk Statistik CTH, 412 96 Göteborg, Sweden


Tobias Österlund
           

Email: tobiaso@chalmers.se

Telephone: +46 31 772 53 60

Room: L3076

Adress: Matematisk Statistik CTH, 412 96 Göteborg, Sweden



Examiner: Erik Kristiansson
Course litterature
    Lecture notes that will be available on this page.
Content of the course, schedule and other practicalities
The course consists of lectures and six mandatory projects (labs). The focus is on learning how to solve statistical problems with a selection of statistical software. The lecture notes and lab instructions will be published below. Note, that none of the lecture or computer lab sessions are obligatory to attend, the only requirements is to carry out and hand in the six projects. The teachers will however only be available for supervision during the sceduled sessions.

Lectures

Date Content
150901 Tues Introduction to the course. Lab 1: Robustness and distribution assumptions. The lab is done in Matlab, R and Mathematica. Instructions for report writing, lab 1.
150908 Tues Recap lecture on basic statistics: point estimation, confidence intervals, hypothesis testing, p-values, maximum likelihood estimators
150915 Tues Lab 2: Decision theory. You are going to need this data set. The lab is done in Matlab. PP-presentation from the lecture.
150922 Tues Lab 3: Reliability and survival. The lab is done in Mathematica. PP-presentation from the lecture
150929 Tues Lab 4: Bootstrap. The lab is done in R. Instructions for report writing, lab 4: version 1 (combined) and version 2 (separated). PP-presentation from the lecture.
151006 Tues Lab 5: Monte Carlo integration. The lab is done in C and Matlab. 
151013 Tues Lab 6: Simulation of stochastic processes. The lab is done in R.


Computer labs
The computer labs will be in room MVF22, MVF24 and MVF25. The teachers will be available for answering questions, i.e. there will not be any more formal lesson (unless stated otherwise).

Date
Time
Teachers and main topic
150903 Thurs
8.00 - 11.45
Lab 1, Tobias 8-11.45, Anna 10-11.45
150907 Mon
8.00 - 11.45
Lab 1, Tobias 8-11.45, Anna 10-11.45
At 9.00 in room MVF26 Tobias will give an intro/demo of R.
150910 Thurs
8.00 - 11.45
Lab 1, Tobias 8-11.45, Anna 10-11.45
At 9.00 in room MVF26 Tobias will give an intro/demo of Mathematica and talk about report writing.
150914 Mon
8.00 - 11.45 Lab 1, Tobias 8-11.45, Anna 9-11.45
150917 Thurs
8.00 - 11.45 Lab 2, Tobias 8-11.45, Anna 9-11.45
150921 Mon
8.00 - 11.45 Lab 2, Tobias 8-11.45, Anna 9-11.45
150924 Thurs
8.00 - 11.45 Lab 3, Tobias 8-11.45, Anna 9-11.45
150928 Mon
8.00 - 11.45 Lab 3, Tobias 8-11.45, Anna 9-11.45
151001 Thurs 8.00 - 11.45
8-11.45 Tobias, lab 1-3, 9-11.45 Anna, lab 4
151005 Mon 8.00 - 11.45 Lab 4, Mariana 8-11.45, Anna 9-11.45
151008 Thurs
8.00 - 11.45 Lab 5, Mariana 8-11.45, Anna 10-11.45
At 9.00 in room MVF26 Mariana will give an intro/demo of C
151012 Mon
8.00 - 11.45 Lab 5, Mariana 8-11.45, Anna 10?-11.45
151015 Thurs
8.00 - 11.45 Lab 6, Mariana 8-11.45, Anna 9-11.45
151019 Mon
8.00 - 11.45 Lab 6, Mariana 8-11.45, Anna 9-11.45
151020 Tues
8.00 - 9.45 Anna, answering questions on lab 1-4 and 6 in room MVF31
or Tobias, answering question about the correction for lab1-3 at his office
151022 Thurs
8.00 - 11.45 Mariana 8-11.45, Anna 9-11.45.


Deadlines for the first version of each report and instructions for handing in.
The deadlines below are the ones we recommend, and we will give priority in the correction procedure to the reports that are handed in before the deadlines. However, there is only one "real" deadline: Nov 2.

In general:
Hand in your first version of each report by sending the report in pdf-format in an email to the teacher responsible for correcting the report (see below). Send a separate email per report and state in the subject field your name and lab number.

Lab 1-3:
Corrected reports will be given back by email. You should also hand in returns by email. It is important that you write the new document in such a way that it is easy to see what is added/corrected.

Lab 4-6:
For lab 4-6 we also want you to hand in a paper copy of the report (in addition to an email as described above), at the latest 13.15 the same day as the deadline. We will bring a box for handing-ins each exercise/lecture session, and the box will also be found outside Marianas office during other times. Corrected reports will be handed back on paper copy, we will bring the corrected reports to all lectures and exercises and after Oct 22 they will also be found outside Marianas office. Regarding returns for lab 4-6: It is important that we have access to the original report and all our comments when we correct the return. Hence, when you got the corrections in a paper copy, you must hand that document back in when doing the return. It is also important that you write the new document in such a way that it is easy to see what is added/corrected. A box marked HAND IN OF RETURNS will be brought to all exercise/lecture sessions, and the box will also be found outside Marianas office during other times.

Also, note that for some minor corrections (like, for example if you just need to change an interpretation of something) it might be preferable that you do an "oral return" and show/discuss your changes directly with Tobias or Mariana at an exercise session (if there is time, i.e. if there is not a que with people wanting help with the labs). Please, ask us and discuss the most suitable way to do the return in your specific case.

Deadline

150921 Mon 8.15  Lab 1: Robustness and distribution assumptions. Teacher responsible for correction: Tobias
150928 Mon 8.15
Lab 2: Decision theory. Teacher responsible for correction: Tobias
151005 Mon 8.15
Lab 3: Reliability and survival. Teacher responsible for correction: Tobias
151012 Mon 8.15
Lab 4: Bootstrap. Teacher responsible for correction: Mariana
151019 Mon 8.15
Lab 5: Monte Carlo integration. Teacher responsible for correction: Mariana
151026 Mon 8.15
Lab 6: Simulation of stochastic processes. Teacher responsible for correction: Mariana
Computer labs

Lab sessions : The computer rooms MVF22, MVF24 and MVF25 are booked for Mondays 8.00 - 11.45 and Thursdays 8.00 - 11.45, see schedule above for which teacher that is available on what time.
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, and you can download RStudio from here. There also are free Latex compilers out there, for example this one. To find a C compiler, just google.


Additional comments/hints/references on the labs:

Lab 3


Lab 4:


Lab 5:


Examination

The number of points given for each lab.


Project Total Pass
Lab 2 13
7
Lab 3 11
5
Lab 4 14
6
Lab 5 10
4
Lab 6 10
4
Total 58
26


The grading:

Note, that for all grades below you need to have a pass on each of the labs (see table above), i.e. it is not enough to only have the total number of points according to the limits below.

Chalmers:                                                                                GU:

Pass: Pass on lab 1 and 26 points                                          G: Pass on lab 1 and 26 points
Four: Pass on lab 1 and 26 + 13 = 39 points                          VG: Pass on lab 1 and 26 + 19 = 45 points
Five: Pass on lab 1 and 26 + 25 = 51 points