News
ExamWritten on 14.07.24 (last change on 17.07.24) by Frederik Herzberg As dicussed recently in the lecture, the (oral) exams will take place in October. The dates can be arranged individually by e-mail in September. |
Mathematical Statistics
Prof. Dr. Frederik Herzberg
This lecture course introduces the mathematical theory of statistical models and methods, in particular point estimation, confidence regions, hypothesis testing and regression analysis. Topics include:
- Statistical models
- Selection and validation of statistical models
- Sufficient statistics
- Point estimators
- Confidence regions
- Hypothesis tests
- Linear regression models
Lectures
- Mondays, 10:15am-11:45pm, Seminarraum 6 (building E2 4)
- Wednesdays, 10:15am-11:45pm, Seminarraum 6 (building E2 4)
- Start date: 17 April
Tutorials
- New date for the tutorial: Tuesdays, 10:15-11:45am, Seminarraum 2 (building E2 5)
Regular, active participation in both the lectures and the tutorials is expected.
Language
The course (lectures and tutorials) will be taught in English unless all participants agree on German.
Recommended Prerequisites
- Stochastik I
- Stochastics II
This lecture course is intended for students of the following degree programmes:
- Mathematics,
- Mathematics & Computer Science,
- Actuarial & Financial Mathematics.
References
- Casella & Berger, Statistical Inference, Duxbury
- Czado & Schmidt, Mathematische Statistik, Springer
- Lehmann & Casella, Theory of Point Estimation, Springer
- Lehmann & Romano, Testing Statistical Hypotheses, Springer
- Pestman, Mathematical Statistics, de Gruyter
- Rüschendorf, Mathematische Statistik, Springer