Curriculum specification (pensum) for stk 4011 autumn 2014

The curriculum is based on Casella and Berger's "Statistical Inference" (2nd ed., 2002), and is detailed below. Also, all exercises discussed during the course are to be seen as part of the active curriculum, including those from the "Nils Exercises and Lecture Notes" (made available here at early October). You should look through material given as "cursory curriculum", attempting to grasp the essence of it, but it is not "active curriculum" in the direct exam preparation sense of the word.

Chs 1-2-3: Cursory.

Ch 4: You should know and be able to use the transformation formula, giving the density of Y = h(X) based on the density of X, where X and Y are vectors of the same dimension and h is smooth.

Ch 5: Active, but not 5.6.

Ch 6: Active, but not 6.3, 6.4.

Ch 7: Active, but not 7.2.4.

Ch 8: Active, but not 8.2.2, 8.2.3, 8.3.3.

Ch 9: Active, but not 9.3.

Ch 10: Active, but not 10.3.2, 10.4.2.

Nils Lid Hjort