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.
General description:
STK4011/9011 provides theoretical justification of and extensions to the statistical inference theory introduced in earlier courses. Most of the material in Chapters 1-2 and parts of the material in Chapters 3-4 in the text book are assumed to be known, and only a brief recapitulation will be given at the lectures. However, interested students are encouraged to read this material more thoroughly on their own.
Final curriculum:
All the material that we have covered in class make up the curriculum, including the homework exercises. In terms of the course book, we have covered the following:
- Parts of Chapters 1-2, but these are assumed known from before.
- Chapter 3: Common Families of Distributions
- Sec 3.4: Exponential families
- Sec 3.5: Location and Scale Family
- Chapter 4: Multiple Random Variables
- Sec 4.3: Bivariate Transformations
- Chapter 5: Properties of a Random Sample
- Sec 5.1: Basic Concepts of Random Samples
- Sec 5.2: Sums of Random Variables from a Random Sample
- Sec 5.3: Sampling from the Normal Distribution
- Sec 5.4: Order Statistics
- Sec 5.5: Convergence Concepts
- Chapter 6: Principles of Data Reduction
- Sec 6.2: The Sufficiency Principle
- Chapter 7: Point Estimation
- Sec 7.2.1-7.2.3: Methods of Finding Estimators
- Sec 7.3.1-7.3.3: Methods of Evaluating Estimators
- Chapter 8: Hypothesis Testing
- Sec 8.2.1 & 8.2.3: Methods of Finding Tests
- Sec 8.3.1-8.3.2: Methods of Evaluating Tests
- Chapter 9: Interval Estimation
- Sec 9.1: Interval Estimators
- Sec 9.2.1: Inverting a Test Statistic
- Chapter 10: Asymptotic Evaluations
- Sec 10.1.1-10.1.2: Point Estimation
- Sec 10.3.1-10.3.2: Hypothesis Testing
- In Sec 10.3.2, from the beginning to Example 10.3.6