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[ 5MSMS2VO ] VL Mathematical Statistics II
Versionsauswahl
Es ist eine neuere Version 2021W dieser LV im Curriculum Master's programme Statistics and Data Science 2024W vorhanden.
(*) Unfortunately this information is not available in english.
Workload Education level Study areas Responsible person Hours per week Coordinating university
8 ECTS M1 - Master's programme 1. year Statistics Milan Stehlik 4 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites (*)keine
Original study plan Master's programme Statistics 2012W
Objectives To understand and learn advanced techniques of Mathematical Statistics. To develop the ability of proper application of these methods.
Subject Concepts of confidence intervals.
Convergence concepts and application of central limit theorems.
Parametric delta method.
Simulations (EM-Algoritmus, MCMC).
Efficiency.
Advanced concepts of testing (Wald-Test, Score-Test, etc.)
Criteria for evaluation Exam.
Methods Lecture.
Language English
Study material G. Casella and R.L. Berger, „Statistical Inference“, 2nd edition, Duxbury Advanced Series
Changing subject? No
On-site course
Maximum number of participants 100
Assignment procedure Assignment according to priority