STA-3001 | UiT

Type of course

The course is mandatory in the Master's degree program in statistics and is included in the Master's degree program in industrial mathematics. It may be taken independent of study program upon approval of the Department of mathematics and statistics.

Course overlap

If you pass the examination in this course, you will get an reduction in credits (as stated below), if you previously have passed the following courses:

S-320 Comutational statistics 9 stp
STA-8001 Computer-intensive Statistics 10 stp

Course content

The course includes stochastic simulation, bootstrapping, Bayes theory, Laplace methods, the EM algorithm and Markov chain Monte Carlo (MCMC) techniques. The course is lectured in 5 parts. After each part the students must work independently with mandatory homework exercises. These must be approved to take the final exam, and the grades will be a part of the total evaluation.

Recommended prerequisites

STA-2001 Stochastic processes, STA-2002 Theoretical Statistics

Language of instruction and examination

The language of instruction and the syllabus is English. Examination questions will be given in English, but may be answered either in English or a Scandinavian language.

Teaching methods

Lectures: 40 h
Coursework: 30 h

Assessment

Oral exam (50%) and approved mandatory homework sets (50%). Letter grades (A-F).
A passing grade is required on the mandatory homework sets for permission to take the exam.

spring 2012 STA-3001 Computer-intensive Statistics - 10 ECTS