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Welcome to the course.
The schedule for the course can be found via the link to webTimeEdit.
We agreed on:
Tuesday, 13:15 - 15:00, MVF32, lecture
Wednesday, 10:00 - 11:45, MVF23, lecture
Thursday, 13:15 - 15:00, MVF32, exercise class (and lecture)

The exam will be written
Monday, March 10, 14:00 - 18:00
at Johanneberg, Building V

The student representatives for this course are Mathias Cardner and Andreas Petersson.

Teachers
Course coordinator: Annika Lang
Email: annika.lang@chalmers.se
Office: MVL2086
Course literature
Main text:
Casella/Berger: Statistical Inference (2nd edition)
Might also be of interest:
Wasserman: All of Statistics


Program


Lectures
Week Chapter
Contents
4
5
Introduction, Properties of Random Samples
5
6 - 6.3
Sufficiency, Likellihood
6
6.4, 7 - 7.3.2
Equivariance, Point Estimation: Finding Estimators, Evaluating Estimators - Cramér-Rao Inequality
7
7.3.2 - 8.2
Point Estimation: Evaluating Estimators, Hypothesis Testing: Finding Tests
8
8.3 - 9.1
Hypothesis Testing: Evaluating Tests, Interval Estimation: Introduction
9
9.2 - 9.3
Interval Estimation: Finding and Evaluating Interval Estimators
10
10
Asymptotic Evaluations (brief overview)


Exercises
Week Excersises
Suggested Additional Exercises
4
Assignment 1

5
Assignment 2 Chp. 6: calc sufficiency (1, 2, 8, 9, 17, 21), 4, 25, 36, equivariance (39, 41)
6
Assignment 3 Chp. 7: MLE (1, 2, 6, 8, 9, 11, 12, 19-21), Bayes (25, 32), EM (30), MSE (33), best unbiased estim (37, 38, 41, 45, 47, 56, 58, 66), risk fcts (63, 65)
7
Assignment 4 Chp. 8: calc (1, 2), LRT (3, 5, 6, 12, 18, 37, 38), power fct (13, 14), UMP (15, 19, 22), MLR (25, 26), Karlin-Rubin (34), p-values (49, 51, 54)
8
Assignment 5
9
Assignment 6 Chp. 9: conf int (1, 2, 4, 7, 17, 25, 35, 45, 50, 51, 52), pivots (8, 9, 10, 37), proofs (19, 20, 38, 40, 46), Bayes (32, 33)
10

Chp. 10: see lecture

Course requirements
Basic knowledge in real analysis and probability theory is required for an easy understanding.
Assignments
Weekly assignments are given and due every Thursday. Students present the solutions in weekly exercise classes and are requested to be able to present solutions for 50% of the exercises. The assignments consist of a combination of theoretical exercises and programming tasks which can be implemented in the preferred programming language.

Examination
Besides the assignments a written 4 hour exam has to be passed on March 10.

Examination procedures
In Chalmers Student Portal you can read about when exams are given and what rules apply on exams at Chalmers.
At the link Scedule you can find when exams are given for courses at University of Gothenburg.
At the exam, you should be able to show valid identification.
Before the exam, it is important that you report that you want to take the examination. If you study at Chalmers, you will do this by the Chalmers Student Portal, and if you study at University of Gothenburg, so sign up via GU's Student Portal.

You can see your results in Ladok by logging on to the Student portal.

At the annual examination:
When it is practical a separate review is arranged. The date of the review will be announced here on the course website. Anyone who can not participate in the review may thereafter retrieve and review their exam on Mathematical sciences study expedition, Monday through Friday, from 9:00 to 13:00. Check that you have the right grades and score. Any complaints about the marking must be submitted in writing at the office, where there is a form to fill out.

At re-examination:
Exams are reviewed and picked up at the Mathematical sciences study expedition, Monday through Friday, from 9:00 to 13:00. Any complaints about the marking must be submitted in writing at the office, where there is a form to fill out.