Benutzername: Passwort:
Mathematical Statistics

# Mathematical Statistics

Mo 10:00 - 11:30 in 48-210

Th 10:00 - 11:30 in 48-208

# News

Exercise Sheet 11 is online, to be handed in on Feb 8.

top

# Lecture

Content: Concepts and theorems of parametric statistics: maximum likelihood, Bayes and other estimates, likelihood ratio tests, asymptotic theory, resampling methods, see Modulbeschreibung (in German).

Prerequisites: Basics in Probability and Statistics as e.g. covered in a bachelor lecture on "Methods in Stochastics"; we start the lecture with a short tour through the probability concepts needed.

Literature:

• G. Casella, R. Berger: Statistical Inference
• L. Breiman: Statistics
• P. Bickel, K. Doksum: Mathematical Statistics
• R. Serfling: Approximations Theorems of Mathematical Statistics
• J. Shao: Mathematical Statistics

Lecture Notes: The lecture follows in many parts quite closely the lecture notes by Claudia Redenbach (Winter 2014/15) which can be downloaded from this site.

top

# Tutorials

Wednesdays, 13:45 - 15:15 in 46-260 (first week 48-521), headed by Stefanie Schwaar.

Tutorials will start in the first week in 48-521 with an introduction to R.

Please register in the URM for the tutorials.

The exercises will consist of theoretical and practical (implementation in R) exercises. Exercise sheets have to be handed in Mondays at 10:00 in the lecture. They are available the Monday before.  Exercises are marked with 0, 1, 2, 3 or 4 points (no contribution . . . perfect).

For an Übungsschein (certificate) you have to

• hand in your solutions in groups of at most 2 and
• get on 50% of the exercises at least 1 point and on additional 25 % at least 3 points,
• attend the tutorials,
• participate actively (e.g. present your solutions).

Please note that for a master lecture this Übungsschein is in general not required but that the contents of the exercises will also be part of the oral exams.

top