ST425 One Unit
Statistical Inference: Principles, Methods and Computation
This information is for the 2025/26 session.
Course Convenor
Prof Wicher Bergsma
Availability
This course is compulsory on the MSc in Statistics, MSc in Statistics (Financial Statistics), 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 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.
Requisites
Assumed prior knowledge:
A knowledge of probability and statistics to the equivalent level of ST102 Elementary Statistical Theory.
Additional requisites:
Previous programming experience is not required but students who have no previous experience in R must complete an online pre-sessional R course from the Digital Skills Lab before the start of the course. (https://moodle.lse.ac.uk/course/view.php?id=8714).
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.
Teaching
10 hours of seminars, 10 hours of computer workshops and 40 hours of lectures in the Autumn Term.
2 hours of workshops.
Formative assessment
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 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.
G. James, Witten, D., Hastie, T., & Tibshirani, R. (2013). An introduction to statistical learning. New York: Springer.
A. Zuur et al., A Beginner's Guide to R. (Available online from LSE Library.)
N. Venables et. al., An Introduction to R (http://cran.r-project.org/doc/manuals/R-intro.pdf)
Dataquest pre-sessional (available via Moodle).
Assessment
Exam (100%), duration: 180 Minutes in the January exam period
Key facts
Department: Statistics
Course Study Period: Autumn Term
Unit value: One unit
FHEQ Level: Level 7
CEFR Level: Null
Total students 2024/25: 48
Average class size 2024/25: 48
Controlled access 2024/25: NoCourse selection videos
Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.
Personal development skills
- Self-management
- Problem solving
- Application of numeracy skills
- Specialist skills