(dt. Mathematische Statistik)
|Level, degree of commitment in original study programme||Advanced module, compulsory elective module|
|Forms of teaching and learning,
|Lecture (4 SWS), recitation class (2 SWS), |
270 hours (90 h attendance, 180 h private study)
Course requirement: Successful completion of at least 50 percent of the points from the weekly exercises.
Examination type: Written or oral examination
|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|
|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|
- 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
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.
None. The competences taught in the following modules are recommended: either Foundations of Mathematics and Linear Algebra I and Linear Algebra II or Basic Linear Algebra, either Analysis I and Analysis II or Basic Real Analysis, Probability Theory, Internship Stochastics.
- Casella, G. und Berger, R. L. „Statistical Inference“, Duxbury 2002
- Shao, J., „Mathematical Statistics“, Springer 2003.
This page describes a module according to the latest valid module guide in Wintersemester 2022/23. 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
- WiSe 2022/23
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.