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| TAMS65 | Mathematical Statistics, second course, 4 p (sw) /Matematisk statistik I, fortsättningskurs/ Advancement level: C | |
| Aim: The course is intended to teach students how to analyse and interpret data. The emphasis is on developing the statistical background required for model formulation, prediction and decision making.Prerequisites: Knowledge of probability, calculus and algebra is assumed and some familiarity with matrix algebra.Supplementary courses: TAMS66 Signal Theory TPPE62 Corporate Finance See also supplementary course for TAMS15Course organization: Teaching is performed in groups and consists of lessons dealing with theory and exercises. Obligatory computer exercises are included in the course.Course content: Several distributions: Chi-square-, t-, F-distributions. Point estimation: Properties of estimators, the method of maximum likelihood, the method of moments, the least squares estimation. Confidence intervals, simultaneous confidence intervals, test of hypotheses. Random vectors, mean vectors and covariance matrices. The multivariate normal distribution. Multiple regression: Estimation of parameters, confidence intervals, prediction, table of analysis of variance, selection of variables and transformations. MINITAB is used for regression analysis.Course literature: Please contact the department of mathematical statistics for information. | ||
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