Entry requirements

120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science.

Learning outcomes

After completing the course the student is expected to

* know and be able to use the linear algebraic arithmetical rules that often are used in statistics

* know the theory of linear equation systems

* master matrix calculus

* be able to use basic methods in calculus in one or more variables.

Content

Vectors, matrices, rank, inverse, trace, determinant, equation systems, eigenvalues eigenvectors, different factorisations (singular value etc.), different (types of) special matrices (ex Cholesky, idempotent), Jacobian, derivatives and partial derivatives, the chain rule, Taylor series, single and multiple integrals.

Instruction

Teaching is given in the form of lectures and calculation exercises.

Assessment

The examination takes place partly through a written examination at the end of the course and/or through of compulsory written assignments.

Other directives

The course is included in the Master's Programme in Statistics and Data Science.