Mathematical statistics

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Mathematical statistics

Code: 227988
ECTS: 5.0
Lecturers in charge: prof. dr. sc. Miljenko Huzak
Take exam: Studomat
Load:

1. komponenta

Lecture typeTotal
Lectures 45
* Load is given in academic hour (1 academic hour = 45 minutes)
Description:
COURSE AIMS AND OBJECTIVES: To adopt the basic terms and results of mathematical statistics.

COURSE DESCRIPTION AND SYLLABUS:
1. Conditional distributions and expectations
2. Multivariate normal distribution
3. Statistical structure
4. Complete and sufficient statistics
5. Uniformly minimum variance unbiased estimators (Rao-Blackwell thm, Lechmann-Scheffe thm)
6. Efficient estimators (regular models, Cramer-Rao thm, Fisher's information)
7. Exponential families
8. Sequences of estimators (consistency, asymptotic normality)
9. Maximum likelihood estimation. Properties of estimators.
10. Multiple linear regression
11. The best linear unbiased estimators (Gauss-Markov conditions)
12. Neyman-Pearson's theory. Uniformly the most powerful tests.
13. Likelihood ratio tests.
14. Examples
Literature:
1. semester
Izborni predmet 1, 2 - Regular study - Computer Science and Mathematics

2. semester Not active
Izborni predmet 1, 2 - Regular study - Computer Science and Mathematics

3. semester
Izborni predmet 3, 4, 5, 6 - Regular study - Computer Science and Mathematics

4. semester Not active
Izborni predmet 3, 4, 5, 6 - Regular study - Computer Science and Mathematics
Consultations schedule: