Teacher: Harald Lang, Dep. of Mathematics, KTH.

Course Administraror: Viviana Wallin.

Applied Mathematical Statistics 2012

The course deals with statistical methods to both observational data and experimental data with an emphasis on the former. In this case, data don't come from controlled and planned experiments. This is commonly the case in economics, biology, social sciences and sometimes medicine. This part of statistics is called econometrics although the methods are applicable to a wider range than economics.

The task is to choose a good statistical model for the problem under study, and then to perform the mathematical analysis of this model. Hence, both mathematical modelling and mathematical analysis are important components of applied econometrics.

In the case of experimental data, the task is of course to make an experimental design, perform the experiments and then do the mathematical analysis. The purpose of the design of the experiments is to make the statistical analysis as efficient as possible while holding the cost of the experiments down.

Required Reading

We start with “econometrics”. I have written booklet on econometrics (A Biref Introduction to Econometrics) which you can buy for 40 crowns at the student's expedition. It contains the theory we will cover; I will give examples and exercises during the course.

As for analysis of experimental data, here is a short compilation of some of the most central methods and ideas (you can buy a printed version for 20 crowns at the student's expedition.) During the course I will take examples and exercises from various sources.

Examination

The examination is one written exam (6 cred.) and two assignment projects (1.5 cred.) The written exam takes place Fri. Mars 16:th 2011 at 2 – 7 pm.

Note that you have to sign up for the exam! Read here!

A second opportunity to do the exam takes place at Wed. June 13 at 2 – 7 pm.

Aids: pocket calculator. Preferably one with probability distributions, such as normal-, t- and F-distributions.