Mathematical Statistics 2S990
This course has been replaced by the course 2WS05
Lecturer:
A. Di Bucchianico, HG 9.24, phone
+31 (0)40 247 2902, email:
Instructor: M.H. Jansen,
HG 9.25, phone +31 (0)40 247 4464, email:
Prerequisites: in order to successfully participate in this course, it
is essential to have passed the examination for the course 2S270:
Probability theory and statistics.
Material:
- Bain and Engelhardt, Introduction to probability and mathematical
statistics, Brooks/Cole, 2000.
- Statistisch Compendium (lecture notes nr. 2218)
Previous examinations
- November 30, 2001 (written
examination + solutions in Dutch)
- January 25, 2002 (written
examination + solutions in Dutch)
- November 28, 2002 (written
examination + solutions in Dutch).
- January 24, 2003 (written
examination + solutions in Dutch).
- November 27, 2003 (written examination + solutions
in Dutch).
- January 23, 2004 (written examination)
- November 26, 2004 (written examination)
- January 21, 2005 (written examination)
- November 25, 2005 (written examination +
solutions in Dutch)
- January 19, 2006 (written examination +
solutions in Dutch)
Schedule
| Week |
Topic |
Sections in Bain and Engelhardt |
Recommended exercises |
| 1 |
Introduction, use of Mathematica (notebook) and statistical
software |
none |
none |
| 2 |
Types of convergence, limit theorems |
7.1 - 7.7 (except Theorem 7.5.1) |
7.5, 7.10, 7.11, 7.13, 7.14, 7.16, 7.21 (+ the ones of 2S270
of course!), examinations Nov. 2003: 2, Jan. 2003: 2, 3b |
| 3 |
Sampling distributions |
8.1 - 8.5 |
8.1, 8.4, 8.5, 8.8, 8.10, 8.11 8.12, 8.13, 8.15, 8.16,
8.17 a+b, 8.18 a+b, 8.24, 8.25 |
| 4 |
Point estimation |
9.1 - 9.4 |
9.1, 9.4, 9.5, 9.8, 9.12, 9.22, 9.24, 9.33, 9.34 a-f, 9.40 |
| 5 |
Sufficiency and completeness |
10.1 - 10.3, 10.4 only definition of completeness +
Lehmann-Scheffé |
10.1, 10.2, 10.5, 10.7, 10.10, 10.17, 10.18, 10.21,
10.23a,
10.31 |
| 6 |
Interval estimation |
11.1 - 11.5 |
11.1 - 11.7, 11.10, 11.12, 11.15, 11.17, 11.20, 11.29, 11.30 |
| 7 |
Hypothesis testing |
12.1 - 12.5 |
12.1 - 12.10, tent. nov. 2001: 2 a+b, tent. nov.
2002: 5, tent. jan. 2003: 5 |
| 8 |
Hypothesis testing |
12.6 - 12.8 |
12.16 - 12.18, 12.24, 12.27, 12.31, 12.33, 12.34 |
| 9 |
Contingency tables (not covered in
2005/2006) |
13.1 - 13.8 |
13.4, 13.5, 13.10, 13.12, 13.13, 13.17, 13.20, 13.21 |
Last modified:
23/01/06.
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