Teacher: Harald Lang, Dep. of Mathematics, KTH

Assistant teacher: Jonas Hallgren, PhD student

Course Administraror: Anne Riddarström

Applied Mathematical Statistics 2013

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

The course litterature is my little sporal-bound boolket Topics on Applied Mathematical Statistics together with the exercises you find as a pdf-file under the link at the top. You can buy the booklet for 50 crowns at the student's expedition (it opens at Jan 14.)

Examination

The examination is one written exam (6 cred.) and two assignment projects (1.5 cred.) The written exam takes place Tue. Mars 12:th 2013 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. May 29 2013 at 8am – 1 pm.

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