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Mathematical Foundations for Statistics
Mathematische Grundlagen der Statistik
Last Updated: 2026-02-05 14:59:48
Abstract
ntroduction to the formalism of statistical decision theory and to optimalityconcepts like admissibility, Bayes, minimax, and their relations. Unbiased estimators and tests,invariance under transformations. Consistency, asymptotic normality and efficiency forM-estimators, influence function.
Objective
Statistical methods try to draw conclusions from random data about their underlying distribution. This course shows, how such methods can be described mathematically and compared with each other.
Content
We treat the following topics: Introductory examples about the basic questions in statistics, the formalism of decision theory, several optimality concepts, results on optimal methods in simple models, asymptotics of estimators and tests.
Resources
Lecture Notes
A script in German is available.
General Information
- Language
- German
- Frequency
- Yearly recurring
Examination
- Type
- session examination
- Mode
- oral 30 minutes
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture | Mathematische Grundlagen der Statistik |
|
4 h weekly |
| exercise | Mathematische Grundlagen der Statistik |
|
1 h weekly |