# 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This course has been replaced by the course 2WS05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)

## 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.