Information om kursen

PhD course in Statistical Inference (15 hp) for students in Statistics, Mathematical Statistics and related areas

The course comprises three parts, the first of which took place in Växjö in October. Now it is time for the second part, in Stockholm, December 5-7. The third part will take place in Uppsala, February 8-10.

The three days in Stockholm are relatively independent from the Växjö part of the course. The Stockholm course will not assume that participants took part in the Växjö course, but those who did will benefit from that, and connections between the two courses will be pointed out.

The course in Stockholm is primarily intended for PhD students at statistics departments, but PhD students in biostatistics and mathematical statistics are also most welcome.

Sing up

Please send me an email if you intend to participate. Email: dan.hedlin@stat.su.se.

The course starts on Monday Dec 5 at 12.30 and ends on Wednesday 7 Dec at 15.30. Apart from that, the schedule is tentatively:

Monday 5 Dec: 12.30 – 19
Tuesday 6 Dec: 9.30 - 17
Wednesday 7 Dec: 8.30 - 15.30

Teachers

Rolf Sundberg, SU, www.su.se/profiles/rolfs
Hans Nyquist, SU, www.su.se/profiles/hnyqu
Dietrich von Rosen, SLU, www.slu.se/cv/dietrich-von-rosen/
Yudi Pawitan, KI, http://ki.se/people/yudpaw

Course contents

First part (Hans Nyquist): background to hypothesis testing.

From Monday late afternoon and onwards (Rolf Sundberg): Frequentist statistical inference theory, with focus on hypothesis testing and confidence regions, and in particular for exponential family models. Exact and large sample methods are covered. Invariance methods will be included (Dietrich von Rosen), and multiple testing problems (Yudi Pawitan).

Course literature

  • Rolf Sundberg. Statistical Modelling by Exponential Families (including A Brief Course in Parametric Statistical Inference), Lecture notes 2016. To be handed out during the course.
  • David Cox. Book title: Principles of Statistical Inference. Ch. 3.
  • Jun Shao. Book title: Mathematical statistics. Ch. 6 & 7, in particular Sec. 6.3
  • Articles

Exam

Coursework

About the venue

The venue is room 31 in House 5 in Kräftriket, where Mathematical statistics is located. See map http://www.su.se/om-oss/universitetsomr%C3%A5det/delomr%C3%A5den/kr%C3%A4ftriket-1.145177. Kräftriket is a short walk (a bit longer than 1 km) from the underground station Universitetet.

Lunch can be purchased in the same building and at several other places in the vicinity.

A conveniently located hotel is Hotel Arcadia in Körsbärsvägen, close to underground station Tekniska Högskolan. https://www.elite.se/sv/hotell/stockholm/hotel-arcadia/

The walking distance is less than 2 km. There is bus 50 also that stops at Kräftriket.