Latest news
Welcome to the course.
The schedule for the course can be found via the link to webTimeEdit.
The lecture times are now fixed to be
Monday, 10:00 - 12:00 in MVH12,
Monday, 15:00 - 17:00 in MVH12,
Tuesday, 8:00 - 10:00 in MVF23
.
Assignments are due and exercises are discussed in the lecture on Mondays, 15:00 - 17:00.

The exam date is fixed to be Monday, March 14, 2016, 8:30-12:30 in "hörsalsvägen". (Updated 2016-02-29)

The student representatives for this course are Malin Palö Forsström (PhD students), Henrik Imberg (GU), and Emilio Jorge (Chalmers)

There will be an office hour for questions on Monday, March 7, 14:00 - 15:00 in my office.

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
3
5
Introduction, properties of random samples
4
5.5, 5.6, 6.2
Convergence concepts, generation of random samples, (minimal) sufficient statistics
5
6.2.3 - 6.4, 7.2
Ancillary, complete statistics, Likelihood Principle, Equivariance Principle
Point estimators: method of moments, MLE, Bayes estimators, EM algorithm
6
7.3, 8, 8.2.1
Evaluating point estimators, hypothesis testing: LRT
7
8.2, 8.3
Bayesian tests, union-intersection & intersection-union tests, evaluating tests: power of tests
8
8.3.4-5, 9.2, 9.3.1
p-values,
Interval estimation: finding estimators, evaluating estimators (size and coverage probability)
9
9.3.2-9.3.4, 10
Evaluating interval estimators, asymptotic evaluations
Monte Carlo simulation/integration, Markov chain simulation


Exercises
Week Excersises
Suggested Additional Exercises
3
Assignment 1, due 25/1
Review basics in probability theory
4
Assignment 2, due 1/2 Calculate sufficiency (e,g., 1, 2, 8, 9)
5
Assignment 3, due 8/2 Calculate minimal sufficiency, completeness, MLE, (review multidimensional calculus)
6
Assignment 4, due 15/2 Calculate MSEs, review and apply theorems of the lecture
7
Assignment 5, due 22/2
Construct hypothesis tests and rejection regions
8
Assignment 6, due 29/2 See exercises recommended in lecture
9

See exercises recommended in 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 Monday, 15:00. 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 Monday, March 14, 2016, 8:30-12:30 in "hörsalsvägen". To pass the exam 50% of the tasks have to be solved correctly.
Please find here the exam from 2014.

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.