Inhalt

[ 4MSMS1U ] UE Mathematical Statistics I

Versionsauswahl
Es ist eine neuere Version 2021W dieser LV im Curriculum Bachelor's programme Statistics and Data Science 2023W vorhanden.
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Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS B2 - Bachelor's programme 2. year Statistics Milan Stehlik 2 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites (*)keine
Original study plan Bachelor's programme Statistics 2012W
Objectives Exercising the theoretical concepts of Lecture Mathematische Statistik I on properly chosen examples.
Subject Order statistics. Random generator.

Principles of Data Reduction.
Sufficiency, likelihood, equivariance principle.

Point estimation.
Moment estimator, MLE, Bayes-estimator. Methods for evaluation of estimators (MSE,Bias) Best unbiased estimator, (Frechét-)Cramér-Rao inequality. Fisher-Information. Rao-Blackwell Theorem. Sufficient Statistics. Uniqueness of estimator and Lehmann-Scheffé Theorem. Complete Statistics. Loss functions and Risk. Bayes Risk.

Hypothesis testing.
Methods for Evaluation of Tests: Likelihood ratio test (LRT). LRT and nuisance parameter. LRT and Sufficiency. Bayes-Tests. Power function. Size of tests. Unbiased Tests. UMP Tests. Neyman-Pearson Lemma. Karlin-Rubin Theorem. Monotone LRT, stochastic Ordering. p-Values. Fisher Exact Test.

Criteria for evaluation Presentation of solved homeworks.
Methods Discussion of homework's solutions.
Language German
Study material G. Casella and R.L. Berger, „Statistical Inference“, 2nd edition, Duxbury Advanced Series

Robert Hafner, Wahrscheinlichkeitsrechnung und Statistik, Springer Verlag, 1989

Changing subject? No
On-site course
Maximum number of participants 40
Assignment procedure Assignment according to priority