Study guide of JKU Linz
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Theoretical Statistics
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5MSMS2UE
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UE
Mathematical Statistics II
Versionsauswahl
Version
2021W
2020W
2017W
2014W
2012W
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
4 ECTS
M1 - Master's programme 1. year
Statistics
Milan Stehlik
2 hpw
Johannes Kepler University Linz
Detailed information
Pre-requisites
(*)
keine
Original study plan
Master's programme Statistics 2012W
Objectives
Exercising the theoretical concepts of Lecture Mathematische Statistik II on properly chosen examples.
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
Presentation of solved homeworks.
Methods
Discussion of homework's solutions.
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
40
Assignment procedure
Assignment according to priority
