KTH Mathematics 
SF3961 Graduate course on Statistical Inference
This is a graduate course (15 ECTS) in statistical inference. It is aimed at PhD students in Mathematical Statistics, but others are very welcome too. The course covers the foundations of classical and Bayesian statistics and both theories are presented in parallell. Each meeting will be of the type discussion/lecture and there will be reading assignments for each meeting (except the first). Keywords: Exponential families, De Finetti's theorem, Sufficient and ancillary statistics, Decision theory, Point and set estimation, Hypothesis testing, EM algorithm, Large sample theory, Model selection.
The meetings during the fall 2015 semester will be on

Published by: Henrik Hult Updated: 20140216 