TMA4295 Statistical inference, autumn 2025

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17.12.2025: The grading of your exam solutions is now finished. The distribution of grades became as follows.

A: 5.7% B: 5.7% C: 22.9% D: 28.6% E: 22.9% F: 14.3%

Note that a solution sketch of your exam problems is available from the old exams page. At the same page a grading document is also available, describing the grading rules used for each of the exam problems.

13.12.2025: Todays exam text and a corresponding solution sketch is now available from the old exams page.

08.12.2025: The front page for your exam problem set is now available here. It is strongly recommended that you read the text here carefully before coming to the exam. Note in particular what is said about evaluation under the "Specific information for your course" heading.

01.12.2025: An updated version of the appendix with formulas that will be included in your exam problem set you find here. The content is identical to in the draft version except that some typos in the equations have been corrected. Unless more typos are discovered, this is the final version.

27.11.2025 You should now have got en email with comments on your solutions to Problem 1 in Exercise 11. The email is sent to the email address registered for you in Blackboard. Please contact the lecturer if you have not got such an email. Please use the comments to write improved reports in other courses in the future.

18.11.2025: A draft version of the appendix with formulas that will be included in the exam problem set you find here. Please provide comments and suggestions related to this in the digital forum, under General. In particular, please let me know if you find any typos in the text or the equations. The final list of formulas that will be included in the appendix to your exam problem set will be published later.

17.11.2025: In the lectures on Tuesday 18th and Wednesday 19th of November we will discuss topics and problems suggested in the digital forum.

12.11.2025: The exam in TMA4295 is what at NTNU is called a digital school exam. If you are not familiar with this exam system at NTNU, please read carefully the information at https://i.ntnu.no/eksamen and https://i.ntnu.no/wiki/-/wiki/English/Digital+school+exam+-+for+students. Note in particular the information about the "Safe Exam Browser" (SEB) and the demo test you can do at https://i.ntnu.no/wiki/-/wiki/English/Digital+test+exam.

For all problems for the exam in TMA4295, your answers should be given on handwritten sheets. Please write nicely so that it is easy to read you text. If it is just impossible to understand parts of what you have written, these parts will be ignored when grading your solution.

05.11.2025: On Wednesday next week, 12th of November, we will discuss the last parts of the curriculum. In the week after, our plan specifies two lectures, one on Tuesday 18th of November and one on Wednesday 19th of November. Please come with suggestions for what we should do in these two last lectures. Please provide the suggestions by writing a message in the Digital forum, under General. Perhaps you want us to discuss a specific problem in Casella and Berger (that is used in a exercise, or not), perhaps you want us to discuss a specific problem in an earlier exam, perhaps you want us to discuss problems related to a specific topic (without having a specific problem in mind), or may be you want us to do something else. Any suggestions are welcome. Without any suggestions there will be no organized activity in the last two lectures.

03.11.2025 You should now have got en email with comments on your solutions to Problems 2 and 4 in Exercise 7. The email is sent to the email address registered for you in Blackboard. Please contact the lecturer if you have not got such an email. Please use the comments to write an improved report for Exercise 11.

29.10.2025: Note that the allowed aids at the exam are "Tabeller og formler i statistikk, Akademika" and "Specific basic calculator". For those of you who have made many exams in statistics courses at NTNU before, not in particular that "One yellow sheet (A5 with stamp) with your own formulas and notes" will NOT be an allowed aid at the exam in TMA4295 this year! If you (the students following the course) want, an appendix with important formulas may be added to the exam problems. Students that want such an appendix as part of the exam text must suggest what formulas to include in this appendix by writing a message in the Digital forum, under General. If no suggestions are forwarded in the forum before November 15th, no such appendix will be added to the exam text.

29.10.2025: The problem text for the second obligatory exercise (exercise 11) is now available. Note that Problems 1 and 2 can be solved based on the curriculum we have discussed in class until 29.10. The curriculum necessary to solve the remaining problem parts we will discussed in class in weeks 45 and 46. Note also that you will need to use some time to solve the problems in the exercise, so don't wait too long before you start working with the problems.

24.09.2025: The problem text for the first obligatory exercise (exercise 7) is now available. Note that Problems 1, 2, 3, 4a-c and 5a-b can be solved based on the curriculum we have discussed in class until 24.09. The curriculum necessary to solve the remaining problem parts we will discussed in class in weeks 40 and 41. Note also that you will need to use some time to solve the problems in the exercise, so don't wait too long before you start working with the problems.

11.08.2025: Welcome to this home page of TMA4295 Statistical inference. In this home page you can find information about the textbook, planned lecture and exercise hours and so on. Note that the first lecture will be on Tuesday August 19th, please see Lecture and exercise plan. Note also that before coming to a lecture you are expected to read/browse through the pdf files listed under "Pdf(s)" in the Lecture and exercise plan and to use some time to think about the content. What is know to you from before? Can you intuitively understand the concepts and the results? In the lectures we will discuss details (including proofs) and discuss examples.

2025-12-17, Håkon Tjelmeland