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Örebro University School of Business

Course Syllabus


Statistics, Computational Statistics, Second Cycle, 7.5 Credits


Course Code: ST400A Subject Area: Field of Science
Main Field of Study: Statistics Credits: 7.5
    Subject Group (SCB): Statistics
Education Cycle: Second Cycle Progression: A1F
Established: 2014-11-10 Last Approved: 2016-03-31
Valid from: Autumn semester 2016 Approved by: Head of School


Aims and Objectives

General aims for second cycle education

Second-cycle courses and study programmes shall involve the acquisition of specialist knowledge, competence and skills in relation to first-cycle courses and study programmes, and in addition to the requirements for first-cycle courses and study programmes shall
- further develop the ability of students to integrate and make autonomous use of their knowledge
- develop the students' ability to deal with complex phenomena, issues and situations, and
- develop the students' potential for professional activities that demand considerable autonomy, or for research and development work.

(Higher Education Act, Chapter 1, Section 9)

Course Objectives

Knowledge and understanding

After completing the course the student shall have
- knowledge of numerical methods and their limitations
- knowledge of common computationally intensive methods for statistical analysis.

Competence and skills

The should shall after completing the course be able to
- independently implement computational algorithms in the R programming language.

Judgement and approach

After completing the course the student has the ability to
- independently adapt and select an appropriate algorithm based on the requirements of the statistical issue
- independently seek new knowledge and judge its relevance for the statistical issue at hand
- independently design simulation studies for evaluating the statistical properties of a test or estimator.


Main Content of the Course

- Floating point numbers and computer arithmetic
- Algorithms and basic programming in R
- Numerical linear algebra
- Numerical optimization
- Random number generators
- Simulation methids
- Numerical integration
- Bootstrap and Jackknife.


Teaching Methods

Lectures and computer labs.

Students who have been admitted to and registered on a course have the right to receive tuition and/or supervision for the duration of the time period specified for the particular course to which they were accepted (see, the university's admission regulations (in Swedish)). After that, the right to receive tuition and/or supervision expires.


Examination Methods

Written Examination, 6 Credits. (Code: 0100)
Assignments, 1.5 Credits. (Code: 0200)
Individual oral and written presentation.

For further information, see the university's local examination regulations (in Swedish).


Grades

According to the Higher Education Ordinance, Chapter 6, Section 18, a grade is to be awarded on the completion of a course, unless otherwise prescribed by the university. The university may prescribe which grading system shall apply. The grade is to be determined by a teacher specifically appointed by the university (an examiner).

According to regulations on grading systems for first- and second-cycle education (vice-chancellor's decision 2010-10-19, reg. no. CF 12-540/2010), one of the following grades is to be used: fail, pass, or pass with distinction. The vice-chancellor or a person appointed by the vice-chancellor may decide on exceptions from this provision for a specific course, if there are special reasons.

Grades used on course are Fail (U), Pass (G) or Pass with Distinction (VG).

Written Examination
Grades used are Fail (U), Pass (G) or Pass with Distinction (VG).
Assignments
Grades used are Fail (U) or Pass (G).


Final Grade
For the concluding grade Pass on the course, a pass in both the written examination and assignments is required. For the grade Pass with Distinction, Pass with Distinction on the written examination and Pass on the assignments is required.

The final grade will be translated into the ECTS grading scale.


For further information, see the university's local examination regulations (in Swedish).


Specific entry requirements

First-cycle courses of 90 credits in statistics, including an independent project of 15 credits, alternatively 30 credits are for studies in statistics and 60 credits for mathematics, as well as the course Statistics, Statistical Theory, second cycle, 7.5 credits. The applicant must also have qualifications corresponding to the course "English 6" or "English B" from the Swedish Upper Secondary School.

For further information, see the university's admission regulations (in Swedish).


Transfer of Credits for Previous Studies

Students who have previously completed higher education or other activities are, in accordance with the Higher Education Ordinance, entitled to have these credited towards the current programme, providing that the previous studies or activities meet certain criteria.


For further information, see the university's local credit transfer regulations (in Swedish).


Reading List and Other Teaching Materials

Required Reading

de Vries, Andrie and Joris Meys 2012/2n ed
R For Dummies
For Dummies, 165 pages
Gentle, James E. (2009)
Computational Statistics
Springer, 280 pages


Additions and Comments on the Reading List

Gray, R. (2002)
Advanced Statistical Computing, Course notes
(online access at http://biowww.dfci.harvard.edu/~gray/248-02/report.pdf)


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