Statistical Inference: Principles, Methods and Computation

This information is for the 2021/22 session.

Teacher responsible

Dr Wicher Bergsma COL.6.06


This course is compulsory on the MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (LSE and Fudan), MSc in Statistics (Financial Statistics) (Research), MSc in Statistics (Research), MSc in Statistics (Social Statistics) and MSc in Statistics (Social Statistics) (Research). This course is available on the MRes/PhD in Management (Marketing) and MSc in Social Research Methods. This course is available with permission as an outside option to students on other programmes where regulations permit.


A knowledge of probability and statistics to the equivalent level of ST102 Elementary Statistical Theory.

Course content

The course provides a comprehensive coverage of fundamental aspects of methods and principles in probability and statistics, as well as linear regression analysis. Real data illustrations with the statistical package R forms an integral part of the course, providing a hands-on experience in simulation and data analysis.


This course will be delivered through a combination of classes, lectures and Q&A sessions totalling a minimum of 60 hours across Michaelmas Term. This year, some of this teaching may be delivered through a combination of classes and flipped-lectures delivered as short online videos. This course does not include a reading week, instead Week 11 will be used as a revision week.

Formative coursework

A pre-sessional self-study R course taking about 10 hours needs to be completed by the start of the term. Students will complete weekly assessed problem sheets. They will also complete R practice exercises following instructions from the weekly computing workshop.

Indicative reading

L. Wasserman, All of Statistics.

Y. Pawitan, In All Likelihood

K. Knight, Mathematical Statistics

A. Zuur et al., A Beginner's Guide to R. (Available online from LSE Library.)

N. Venables et. al., An Introduction to R (


Exam (80%, duration: 3 hours) in the January exam period.
Project (15%) and coursework (5%) in the MT.

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Student performance results

(2017/18 - 2019/20 combined)

Classification % of students
Distinction 37.9
Merit 31.4
Pass 20.9
Fail 9.8

Important information in response to COVID-19

Please note that during 2021/22 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.

Key facts

Department: Statistics

Total students 2020/21: 66

Average class size 2020/21: 55

Controlled access 2020/21: No

Value: One Unit

Guidelines for interpreting course guide information

Personal development skills

  • Leadership
  • Self-management
  • Team working
  • Problem solving
  • Application of information skills
  • Communication
  • Application of numeracy skills
  • Specialist skills