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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
- Tuesdays & Thursdays, 10:15am-11:45am, seminar room 6 (building E2 4, room 2.17)
- Start date: 7 April
Tutorials
- Mondays, 8:30am-10:00am, seminar room 6 (building E2 4, room 2.17)
- Start date: 20 April
Assignment sheets will be provided under → Materials.
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.
Assignments
Weekly assignments will be uploaded on Thursdays. Students submit their solution via CMS one week later (by Thursday, 10:00am).
Submissions may be in teams of up to 3 students. Please use the Team Groupings function in CMS to set up your team.
The solutions will be discussed in the tutorials.
Exam
After the end of the semester, there will be an oral exam. For exam admission, at least 50% of the total score of the assignments are required.
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
→ Course reference shelf, kindly provided by the Campus-Bibliothek für Informatik und Mathematik