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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:
- WiSe 2016/17 (no corresponding element)
- SoSe 2018 (no corresponding element)
- WiSe 2018/19
- WiSe 2019/20
- WiSe 2020/21
- SoSe 2021
- WiSe 2021/22
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.