Text book:
Casella, G. and Berger, R.L. (2002). Statistical Inference. Second edition. Brooks/Cole CENGAGE Learning. ISBN-13: 978-0-495-39187-6, ISBN-10: 0-495-39187-5.
A list of corrections is given here.
General description:
STK4011/9011 provides theoretical justification of and extensions to the statistical inference theory from STK1100 and STK1110. The core material of the course is contained in Chapters 5-10 of the text book. Some of the material in these chapters is known from STK1100 and STK1110, but we here provide a thorough discussion of the principles for statistical inference and a more detailed treatment of the theory.
Most of the material in Chapters 1-2, Sections 3.1-3.3, and Sections 4.1-4.2 and 4.5 is known from STK1100. Only a brief recapitulation of this material will be given at the lectures, and the students are encouraged to read this material more thoroughly on their own.
Final curriculum:
Chapter 3: Sections 3.4, 3.5 and 3.6.1. In addition the students should know the basic properties of the probability distributions in sections 3.2 and 3.3.
Chapter 4: Bivariate and multivariate transformations of continuous random variables (pages 158-162 and 185-186). Jensen's inequality (page 190).
Chapter 5: All, except Section 5.6.
Chapter 6: Sections 6.1, 6.2.1, 6.2.2 and 6.2.4 (only Definition 6.2.21, Example 6.2.23 and Theorem 6.2.25).
Chapter 7: Sections 7.1, 7.2 (except 7.2.4), and 7.3 (except 7.3.4).
Chapter 8: Sections 8.1, 8.2.1, 8.2.3, 8.3.1, and 8.3.2.
Chapter 9: Sections 9.1 and 9.2.1 (except examples 9.2.4 and 9.2.5).
Chapter 10: Sections 10.1 (except 10.1.4), 10.3.1, 10.3.2 (until the middle of page 495), and 10.4.1.
The material covered in the exercises is also part of the curriculum.
Permitted aids at the written exam are the List of formulas for STK1100 and STK1110 and the Summary of results for STK4011/9011. Note that you have to bring your own copies of these aids at the exam and that you are not allowed to write anything in them.