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[ 551MASTSTIV14 ] VL Statistical Inference
Versionsauswahl
Es ist eine neuere Version 2021W dieser LV im Curriculum Bachelor'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
5 ECTS B2 - Bachelor's programme 2. year Statistics Helga Wagner 4 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites (*)keine
Original study plan Bachelor's programme Statistics 2015W
Objectives Students understand the techniques of Mathematical Statistics and have acquired the ability to apply these methods.
Subject sufficiency, exponential families

point estimation (ML, method of moments, least squares), criteria for point estimates, Cramer-Rao inequality, asymptotic properties, confidence intervals

hypothesis testing: likelihood ratio test, Wald test, Score Test, Lemma of Neyman and Pearson

Criteria for evaluation Exam
Methods Lecture
Language German
Study material G. Casella and R.L. Berger, Statistical Inference. Robert Hafner, Wahrscheinlichkeitsrechnung und Statistik.
Changing subject? No
Corresponding lecture (*)4MSMS1V: VL Mathematische Statistik I (8 ECTS)
On-site course
Maximum number of participants 100
Assignment procedure Assignment according to priority