Syllabus academic year 2008/2009
(Created 2008-07-17.)
MATHEMATICAL STATISTICSFMSF01

Higher education credits: 3. Grading scale: UG. Level: G2 (First level). Language of instruction: The course will be given in Swedish. FMSF01 overlap following cours/es: FMS032, FMS033, FMS035, FMS032, FMS033, FMS035 och FMS086. Optional for: M3, V1. Course coordinator: Director of studies Anna Lindgren, anna@maths.lth.se, Matematisk statistik. Prerequisites: FMS601 Mathematical statistics. Assessment: Written project report. Further information: The course may not be included together with FMS032, FMS033 or FMS035. Home page: http://www.maths.lth.se/matstat/kurser/.

Aim
The course is intended to give the student those parts that are missing in the "högskoleingenjör"-education regarding the basics in mathematical modelling of random variation and understanding of the principles behind statistical analysis, in particular computer analysis of observed data, hypothesis testing, and regression analysis.

Knowledge and understanding
For a passing grade the student must

Skills and abilities
For a passing grade the student must

Contents
The course contains fundamental concepts in probability theory, inference theory, and regression analysis.

In probability theory the concepts used are random variables and distributions for describing variation and random phenomena. Different distributions, such as binomial, Poisson, normal, exponential, and log normal distributions. Simulations from the distributions and studies of the models are performed in Matlab.

In inference theory we start with observed data and estimate parameters in simple probability models, and describe the uncertainty of the estimates. Emphasis is placed on the relationship between the model and the reality based problem, as well as the conclusions that can be drawn from observed data. In this analysis we use basic techniques, such as confidence intervals and hypothesis testing.

In regression analysis we study how the relationship between two or more variables can be described. Most often the relationship will be linear. Models using indicator variables can occur. We study techniques for comparing and choosing among different models. This part rests heavily on the use of Matlab.

Literature
Vännman K: Matematisk statistik, second edition. Studentlitteratur 2002.