Statistisk inferens med konfidensfordelinger

Dette gis som et ledet selvstudium med 1 time møtetid per uke etter avtale. Første møte er mandag 6.januar 2019 klokken 1315-14 på rom 1138 i sentralbygg 2. Pensum defineres i utgangspunktet ut fra læreboken Confidence, likelihood, probability: statistical inference with confidence distributions av Tore Schweder og Nils Lid Hjort publisert på Cambridge forlag i 2016.

Beskrivelse av innhold fra boken:

This lively book lays out a methodology of confidence distributions and puts them through their paces. Among other merits, they lead to optimal combinations of confidence from different sources of information, and they can make complex models amenable to objective and indeed prior-free analysis for less subjectively inclined statisticians. The generous mixture of theory, illustrations, applications and exercises is suitable for statisticians at all levels of experience, as well as for data-oriented scientists. Some confidence distributions are less dispersed than their competitors. This concept leads to a theory of risk functions and comparisons for distributions of confidence. Neyman–Pearson type theorems leading to optimal confidence are developed and richly illustrated. Exact and optimal confidence distributions are the gold standard for inferred epistemic distributions in empirical sciences. Confidence distributions and likelihood functions are intertwined, allowing prior distributions to be made part of the likelihood. Meta-analysis in likelihood terms is developed and taken beyond traditional methods, suiting it in particular to combining information across diverse data sources.

Merk: Oppgavene og eksemplene (mange gullkorn der) i boka er kanskje den viktigste delen av pensum!

Uke 2: Preface + Kapittel 1
Uke 3: Kapittel 2
Uke 4: Kapittel 3.1-5
Uke 5: Kapittel 3.6-3.9
Uke 6: Kapittel 4.1-4.6
Uke 7: Kapittel 4.7-12
Uke 8: Kapittel 5
Uke 9: Kapittel 6
Uke 10: Kapittel 7
Uke 11: Kapittel 8
Uke 12: Kapittel 9
Uke 13: Kapittel 10
Uke 14: Kapittel 11
Uke 16: Kapittel 12
Uke 17: Kapittel 13
Uke 18: Kapittel 14 og 15

Muntlig eksamen på Zoom på tirsdag 12.05.2020 fra 10:15-11.