Deutsch Intern
  • Lettering Team
Applied Stochastics

Statistical Analysis (Mathematical Statistics)

08043700 · Statistical Analysis (Mathematical Statistics)

Lecturer: Prof. Dr. Markus Bibinger

  • Date and location:  Wednesday 4-6 pm, Thursday 2-4 pm / Note: the lecture will be online!
  • Start: November 4, 2020
  • Exercises (Vst.-Nr.  08043750): Thursday 2-4 pm, Start: November 10, 2020 / Note: the lecture will be online!
  • Exam WS 2020/2021: Oral exams,  appointments are assigned later.
  • Registration for the exam WS 2020/2021: Via WueStudy, registration period will be announced on WueCampus.

Contents of the lecture:

This lecture gives an introduction to mathematical statistics. Key topics are hypothesis testing and point estimation, asymptotic statistics, concepts of optimality and sufficiency. In particular, the lecture contains the following contents:

  • Statistical models, point estimation, hypothesis testing and confidence
  • Statistics for the linear model
  • Decision theory, minimax and Bayes optimality, admissibility and the Stein phenomenon
  • Exponential families, sufficiency and completeness of statistics
  • Asymptotic theory for point estimators
  • Neyman-Pearson test theory, UMP and UMPU tests

Literature:

  • Lehmann, E.L.: Testing Statistical Hypotheses, Springer, 1997
  • Lehmann, E.L. and G. Casella: Theory of Point Estimation, Springer, 2003
  • Shao, J.: Mathematical Statistics, Springer, 2003
  • Wasserman, L.: All of Statistics, Springer, 2003
  • Witting, H.: Mathematische Statistik I, Teubner, 1985

 

Notes:

(1) Registration (Vst.-Nr. 08043750) in WueStudy is required!

(2) Materials (lecture notes, videos, exercise sheets) via WueCampus (Link ).