Mathematical Statistics
Prof. Dr. Henryk Zähle
Tristan Bergmann, MSc.
Summer Term 2023
Please contact Tristan Bergmann if you have any questions about this course.
Prerequisites
Stochastics 1 and 2, and basic lectures in analysis and linear algebra (e.g. Analysis 1-3, Linear Algebra 1-2).
This course is intended for students of Mathematics or Mathematics & Computer Science. Participation in the course requires a basic education in mathematics and a profound knowledge in measure theoretic probability theory (as is taught in the courses Stochastics 1 and 2).
Language
The course will be held in English unless all participants speak German.
Lecture
Monday and Wednesday, 8-10 am, in Seminar Room 6 in Building E2 4
Tutorial
Friday, 12:30-14:00, in Seminar Room 10 in Building E2 4
Assignments
There will be weekly assignments.
Exam
At the end of the term, there will be an oral exam.
Course material
Course material will be made available on Moodle. The enrolment key for the Moodle section of the course will be available in the first lecture.
Contents
The three fundamental concepts of statistical inference are
- point estimation,
- confidence regions,
- hypothesis tests.
In this lecture course, these three concepts are introduced and analyzed on a sound mathematical level.