MASC02 Inference Theory

Department of Mathematical Statistics
Lund University with Lund Institute of Technology

Current information for spring semester 2011.

A preliminary course program can now be downloaded here.
In order to match better the lectures and the excercise sessions, the exercise session on Friday April 8 is cancelled and moved to the last week.
The final list of problems for the oral can now be found here!
Unfortunately, the list of problems for the oral that was posted on May 18 was not complete. It is now updated (May 19).
The place of the written test on May 26 is changed! The new room is MH:309A.
The results of the written test on May 26 can now be found here. If you wish to see the marking of your exam or book a time for the oral, please contact Jimmy Olsson. Solutions will soon be available on this page.
Solutions of the written test on May 26 are now available here. The date of the re-exam in August has been changed! See below.
New: The results of the written test on August 24 can now be found here. Solutions to the same are found here. If you wish to see the marking of your exam or book a time for the oral, please contact Jimmy Olsson.

Introductory meeting: March 22, 2011 at 13.15-15.00 in MH:227.
Written exam: Thursday May 26, 2011 at 10.00-12.00 in MH:309A.
Re-exam: Wednesday August 24, 2011 at 9.00-12.00 in MH:227.
Course schedule: The course consists of two lectures and one exercise session per week.
Lectures are on Tuesdays 13.15-15.00 and Thursdays 10.15-12.00.
Exercise sessions/seminars are on Fridays 10.15-12.00.
Credits: 7.5 ECTS credits
Lecturer: Jimmy Olsson
e-mail: jimmy@maths.lth.se
homepage: www.maths.lth.se/matstat/staff/jimmy/
Course material: The course follows the two books:: E.L. Lehman, G. Casella, Theory of Point Estimation, Springer 1998.
E.L. Lehman, J.P. Romano, Testing Statistical Hypothesis, Springer 2005.
Only parts of the material in the books will be covered. Both books are nevertheless recommended bying, as they are excellent reference litterature. (Both books are available as E-books free of charge via LibHub at the LU Library). The course will be given in English upon request, otherwise in Swedish.

The background material is treated in Casella and Lehmann chapters 1.2-1.3; students that feel uncertain on whether they have sufficient backgroud should consult these pages. More detailed background information on measure theory and topology can be found here.
Exercises

Session Date and Place Theory Exercise number

1 25/3, MH:362B The inference problem, group families, exponential families LC: 1.1.2, 1.4.4, 1.4.5, 1.4.7, 1.4.8, 1.4.13, 1.5.2, 1.5.10(a-e), 1.5.11, 1.5.18*, 1.5.21*
2 1/4, MH:362B Exponential families, sufficiency, convex loss functions LC: 1.6.3, 1.6.6, 1.6.7, 1.6.11, 1.6.14, 1.6.34, 1.6.35(a), 1.7.8

3 15/4, MH:227 UMVU estimation LC: 2.1.1, 2.1.2, 2.1.5, 2.1.18, 2.1.20, 2.2.5, 2.2.15, 2.3.2, 2.3.18

4 6/5, MH:227 Equivariance LC: 3.1.1, 3.1.10, 3.1.11, 3.2.4, 3.2.5, 3.2.6, 3.2.8(a)

5 13/5, MH:227 Average risk optimality LC: 4.1.1, 4.1.6, 4.2.1, 5.1.11, 5.1.2(a,b)

6 20/5, MH:227 Hypothesis testing, confidence bounds LR: 3.26(i), 3.27, 3.33, 3.35, 3.44 (via 3.40), E1, E2


Last modified: June 11 18:39:00 CET 2011

Session	Date and Place	Theory	Exercise number
1	25/3, MH:362B	The inference problem, group families, exponential families	LC: 1.1.2, 1.4.4, 1.4.5, 1.4.7, 1.4.8, 1.4.13, 1.5.2, 1.5.10(a-e), 1.5.11, 1.5.18, 1.5.21
2	1/4, MH:362B	Exponential families, sufficiency, convex loss functions	LC: 1.6.3, 1.6.6, 1.6.7, 1.6.11, 1.6.14, 1.6.34, 1.6.35(a), 1.7.8
3	15/4, MH:227	UMVU estimation	LC: 2.1.1, 2.1.2, 2.1.5, 2.1.18, 2.1.20, 2.2.5, 2.2.15, 2.3.2, 2.3.18
4	6/5, MH:227	Equivariance	LC: 3.1.1, 3.1.10, 3.1.11, 3.2.4, 3.2.5, 3.2.6, 3.2.8(a)
5	13/5, MH:227	Average risk optimality	LC: 4.1.1, 4.1.6, 4.2.1, 5.1.11, 5.1.2(a,b)
6	20/5, MH:227	Hypothesis testing, confidence bounds	LR: 3.26(i), 3.27, 3.33, 3.35, 3.44 (via 3.40), E1, E2