Lecturer: Michael Vogt

Exercises: Ly Viet Hoang

General Informationen:

Lectures                   4 h + 2 h exercise Exam: Exam dates and further information will be posted on Moodle. The second exam is open. To participate in the final exam a minimum of 50% of the homework     points need to be achieved as a prerequisite by the end of the semester.

   Target Audience:                  

• Bachelor Mathematik, Wirtschaftsmathematik und Mathematische Biometrie.
• Master Mathematik, Wirtschaftsmathematik, Mathematische Biometrie, Finance, Mathematical Data Science

   Content:

• Parametric models and fundamental theory
• Exponential families, completeness, sufficiency
• Point estimation
• Properties of estimators (MSE, bias, consistency)
• Best unbiased estimators, Cramer-Rao inequality
• U-statistics, confidence intervals
• Hypothesis testing
• Density estimation or linear models (introduction)

  Prerequisites:

• Elementare Wahrscheinlichkeitsrechnung und Statistik
• Wahrscheinlichkeitstheorie und Stochastische Prozesse

  Excercise Sheets:

     On Moodle

---

  Literature:

     Semsterapparat