KTH Mathematics  


Mathematical Statistics

SF3961 Graduate course on Statistical Inference

This is a graduate course (15 ECTS) in statistical inference. It is aimed at PhD students in Mathematical Statistics, but others are very welcome too. The course covers the foundations of classical and Bayesian statistics and both theories are presented in parallell. Each meeting will be of the type discussion/lecture and there will be reading assignments for each meeting (except the first). Keywords: Exponential families, De Finetti's theorem, Sufficient and ancillary statistics, Decision theory, Point and set estimation, Hypothesis testing, EM algorithm, Large sample theory, Model selection.

The meetings during the fall 2015 semester will be on
Nov 12, 13.15-14, room 3418
Nov 26, 13.15-16, room 3418
Dec 10, 12.15-15, room 3418
Dec 21, 13.15-15, room 3418
Dates, spring 2016
Jan 21, 13.15-14, room 3424
Feb 4, 13-15, room 3424, 15-16, room 3418
Feb 18, 13-16, room 3424
Feb 25, 13-16, room 3418
Mar 17, 9-11, room 3418

Published by: Henrik Hult
Updated: 2014-02-16