107.079 Mathematische Statistik
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2021W, VO, 3.0h, 4.5EC
TUWEL

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VO Lecture
  • Format: Distance Learning

Learning outcomes

After successful completion of the course, students are able to

create and analyse models and their consequences  following mathematical principles

 

For that arealso further knowledge of measure theory and probability theory is required,

since in particular the theoretical properties of statistical models as well can be investigated in infinitely dimensional spaces.


 

Subject of course

Repetition from the theory of measure and probability of the elements thatare particularly important in mathematical models,

Parametric and non-parametric distribution families,

Decision theory as the basis for optimal decisionsInformation measures, learners and Bayesian models

Statistical Tests - Point & Area Estimation,Convergence properties and asymptotics of optimal procedures,

Multi-dimensional methods and statistics for stochastic processes

Teaching methods

Self study with lecture notes, progress control by online quizzes, questions and feedback by forum or chat

 

Mode of examination

Oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue14:00 - 16:0005.10.2021 - 25.01.2022 (LIVE)Termin Math. Stat.
Mathematische Statistik - Single appointments
DayDateTimeLocationDescription
Tue05.10.202114:00 - 16:00 Termin Math. Stat.
Tue12.10.202114:00 - 16:00 Termin Math. Stat.
Tue19.10.202114:00 - 16:00 Termin Math. Stat.
Tue09.11.202114:00 - 16:00 Termin Math. Stat.
Tue16.11.202114:00 - 16:00 Termin Math. Stat.
Tue23.11.202114:00 - 16:00 Termin Math. Stat.
Tue30.11.202114:00 - 16:00 Termin Math. Stat.
Tue07.12.202114:00 - 16:00 Termin Math. Stat.
Tue14.12.202114:00 - 16:00 Termin Math. Stat.
Tue11.01.202214:00 - 16:00 Termin Math. Stat.
Tue18.01.202214:00 - 16:00 Termin Math. Stat.
Tue25.01.202214:00 - 16:00 Termin Math. Stat.

Examination modalities

Oral exam

Course registration

Not necessary

Curricula

Literature

Witting: Mathematische Statistik I Heyer: Theory of Statistical Experiments Lehmann: Testing Statistical Hypotheses Lehmann: Theory of Point Estimation Ferguson: Mathematical Statistics, a Decision-Theoretic Approach

Previous knowledge

 knowledge of probability theory and measure theory

Miscellaneous

Language

German