Kurslitteratur i matematisk statistik

Litteraturlistan har fastställts av studierektor att gälla fr o m 2018-12-05.
I samtliga fall gäller att senaste upplagan används.
Böckerna och kompendier säljs av Store/Cremona, Sven Hultins gata 4.
 
KURSER PÅ GRUNDNIVÅ
MSG110 Sannolikhetsteori
S. E. Alm, T. Britton: Stokastik, Liber 2008
MSG200 Statistical Inference
Rice: Mathematical statistics and data analysis
MSG400 Stochastic Data Processing and Simulation
Downloadable lecture notes
MSG500 Linear Statistical Models
MSG800 Bacis Stochastic Processes
Hwei Hsu: Probability, Random Variables, and Random Processes, 2nd Ed. 2010 or 3rd Ed. 2014. Schaum’s Outlines, McGraw-Hill and Geoffrey Grimmett and David Stirzaker: Prob- ability and Random Processes, 3rd Ed. 2001. Oxford University Press
MSG810 Matematisk statistik och diskret matematik
Milton, Arnold: Introduction to Probability and Statistics: Principles and Applications for Engineering and the Computin Sciences
(Mc-Graw Hill) 
MSG830 Statistisk analys och experimentplanering
Kompendium, kommer delas ut vid kursstart.
 
KURSER PÅ AVANCERAD NIVÅ
 
MSA101Computational Methods for Bayesian Statistics
Albert: Bayesian Computation with R. Robert and Casella: Introducing Monte Carlo Methods with R. Bishop: Pattern Recognition and Machine Learning.
MSA150 Foundations of Probability
G. Grimmett, D. Stirzaker: Probability and Random Processes, Oxford University Press, 3rd edition, 2001
MSA101 Computational Methods for Bayesian Statistics
Albert: Bayesian Computation with R. Robert and Casella: Introducing Monte Carlo Methods with R. Bishop: Pattern Recognition and Machine Learning.
MSA150 Foundations of Probability
G. Grimmett, D. Stirzaker: Probability and Random Processes, Oxford University Press, 3rd edition, 2001
MSA251 Experimental Design and Sampling
D. C. Montgomery: Design and analysis of experiments (eight edition), , ISBN 978-1118-14692-7W. G. Cochran; Sampling techniques (third edition),  ISBN 0-471-16240-X
MSA301 Spatial Statistics and Image Analysis 
Mats Rudemo (2009) Image Analysis and Spatial Statistics. Handbook of Spatial Statistics, Chapman & Hall/CRC.
MSA350 Stochastic Calculus part I
Klebaner: Introduction to Stochastic Calculus with Applications
Larsson: Numerical methods for stochastic ODEs (Kompendium) 
MSA400 Financial Risk
Downloadable lecture notes
MSA410 Financial Time Series
Lecture Notes
MSA620 Design and Analysis of Clinical Trials
Chow, Liu:  Design and Analysis of Clinical Trials: Concepts and Methodologies (Wiley Series in Probability and Statistics)
MSA650 Linear Mixed Models for Longitudinal Data
Verbeke, Molenberghs: Linear mixed models for Longitudinal Data Series (Springer Verlag)
MSF100 Statistical Inference Principles
MSF200 Stochastic Processes
Grimmet, Stirzaker: Probability and Random Processes 
 

Sidansvarig Publicerad: on 19 aug 2020.