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Mathematical Statistics

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Mathematical Statistics

Lecture: Jörn Sass. Tutorials: Jan Niedermeyer

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

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

 

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Lecture

Tutorials

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News

Exercise sheets 02 (to be handed in on Nov 13) is available for download.

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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 2016/17) which can be downloaded from this site.

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Tutorials

Wednesdays, 13:45 - 15:15 in 46-260 and Thursdays, 11:45-13:15 in 46-267.  

There is a special tutorial  in the first week on We, October 25, 13:45-15:15 in 48-521 with an introduction to R. Regular tutorials then start in the second week.

The exercises 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 2-3 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.

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Downloads

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