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German original

Mathematical Statistics
(dt. Mathematische Statistik)

Level, degree of commitment in original study programme Advanced module, compulsory elective module
Forms of teaching and learning,
workload
Lecture (4 SWS), recitation class (2 SWS),
270 hours (90 h attendance, 180 h private study)
Credit points,
formal requirements
9 CP
Translation missing. German original:
Studienleistung: Erreichen von mindestens 50 Prozent der Punkte aus den wöchentlich zu bearbeitenden Übungsaufgaben.
Prüfungsleistung: Klausur oder mündliche Prüfung
Language,
Grading
German,
The grading is done with 0 to 15 points according to the examination regulations for study course M.Sc. Business Mathematics.
Original study programme M.Sc. Wirtschaftsmathematik / Mathematische Vertiefungs- und Praxismodule
Duration,
frequency
One semester,
Regelmäßig im Wechsel mit anderen advanced moduleen
Person in charge of the module's outline Prof. Dr. Markus Bibinger, Prof. Dr. Hajo Holzmann

Contents

  • Statistics in the linear model
  • Statistical models, exponential families, sufficiency of statistics
  • Basics of Decision Theory, Minimax and Bayes approach, admissibility and the Stein phenomenon
  • Unbiased minimum variance estimation
  • Test theory, Neyman-Pearson lemma, UMP and UMPU Tests
  • Asymptotic estimation theory


Qualification Goals

The students shall

  • learn the basic concepts of mathematical statistics,
  • learn about and apply some important statistical methods,
  • practice mathematical methods (development of mathematical intuition and its formal justification, training of the ability to abstract, proof methods),
  • improve their oral communication skills in the recitation classes by practicing free speech in front of an audience and during discussion.

Prerequisites

Translation is missing. Here is the German original:

Keine. Empfohlen werden die Kompetenzen, die in den Basismodulen, im Vertiefungsmodul Wahrscheinlichkeitstheorie und im Praktikum zur Stochastik vermittelt werden.


Recommended Reading

  • Casella, G. und Berger, R. L. „Statistical Inference“, Duxbury 2002
  • Shao, J., „Mathematical Statistics“, Springer 2003.



Please note:

This page describes a module according to the latest valid module guide in Wintersemester 2018/19. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:

The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.

The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.