Courses for Exchange Students (ECTS) 2018/2019
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Statistics, Bayesian Statistics, Second Cycle |
| Spring week 04 (2019) - 13 (2019) | Appl.code: 21076 |
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Part-time, daytime class |
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ECTS credits: 7.5 |
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Level of education: Second Cycle (master level) |
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Level: A1F |
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Prerequisites: 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, and where the courses Statistics, Statistical Theory, second cycle, 7.5 credits and Statistics, Computational Statistics are included. The applicant must also have qualifications corresponding to the course "English 6" or "English B" from the Swedish Upper Secondary School. |
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Content: The Bayesian approach to statistical inference rests on a wider interpretation of probabilities where personal information about unknown quantities can be expressed following the rules of probability. This enables the inclusion of this prior information in the statistical analysis. The following topics are covered in the course: Subjective probabilities, basic decision theory, Bayes rule and Bayesian inference, hypothesis testing and model choice, conjugate distributions and MCMC methods. Linear models, time series models and models with latent variables are covered in the course.
Assessments: The course can be assessed through written examination, take-home examination, compulsory course components, paper, essay and/or oral examination. |
| Teaching Methods: Teaching in English. Lectures and computer labs. |
| Course Coordinator: Nicklas Pettersson |
| Course Syllabus: Spring 2019 |
| School: Örebro University School of Business |