Mathematical Statistics

Course Code :1001WETWST
Study domain:Mathematics
Academic year:2019-2020
Semester:2nd semester
Sequentiality:Minimum 8/20 Kanstheorie en parallel opnemen van Maattheorie EN alle vakken Ba1 Wis min 8/20
Contact hours:60
Credits:6
Study load (hours):168
Contract restrictions: No contract restriction
Language of instruction:Dutch
Exam period:exam in the 2nd semester
Lecturer(s)Tim Verdonck

3. Course contents *

  • We define the basic concepts of statistical models: statistical models, likelihood function, parametric model, non-parametric model, random sample, empirical distribution, …
  • We define the basic concepts of statistics: statistic, image space, sufficient statistic, complete statistic, minimal sufficient statistic, … and we discuss various examples of widely used statistics (sample mean, sample variance, order statistics, rank statistics, …)
  • We discuss parameter estimation within a parametric model: we study methods to find an estimator and to check its properties.
  • We discuss the construction of a confidence interval for an unknown parameter.
  • We study the mechanism of hypothesis tests about a parameter. We introduce some specific hypothesis tests and we discuss which test is most appropriate under which circumstances.
  • We introduce the linear model. We discuss parameter estimation and the construction of confidence intervals and hypothesis tests.
  • We use the statistical software package R to apply a data analysis based on statistical methods.