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[ 951MATSASIV14 ] VL Advanced Statistical Inference
Versionsauswahl
Es ist eine neuere Version 2021W dieser LV im Curriculum Master's programme Statistics 2023W vorhanden.
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 2014W
Objectives Knowledge of concepts and results in Mathematical Statistics
Subject Concepts of statistical inference
point estimation: criteria for point estimates (unbiasedness, efficiency, sufficiency, asymptotic properties, parametric delta method), maximum likelihood estimates, EM algorithm

statistical testing: basic concepts, Lemma of Neyman-Pearson, uniformly most powerful tests, test construction (likelihood ratio test, Wald test, score test)

confidence intervals: definition, criteria, duality: testing - interval estimation

Criteria for evaluation Exam
Methods Lecture
Language English
Study material Casella G.and Berger R.L. (2010). Statistical Inference.
Changing subject? No
Corresponding lecture in collaboration with 951MASTPRTV14: VL Probability Theory (4 ECTS) equivalent to
5MSMS2VO: VL Mathematische Statistik II (8 ECTS)
On-site course
Maximum number of participants 100
Assignment procedure Assignment according to priority