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Regular version of the site
2018/2019

Mathematical Statistics

Category 'Best Course for Career Development'
Category 'Best Course for Broadening Horizons and Diversity of Knowledge and Skills'
Type: Optional course (faculty)
When: 2 module
Language: English

Course Syllabus

Abstract

The main goal of mathematical statistics is adaptation of the theoretical probabilistic models to some practical problems in economics, physics, medicine, social sciences. Typically the precise distribution or random process that describes some phenomenon is not known; however, some information can be extracted from the series of observations or repeated experiments; this data is used to select the most appropriate model. We will discuss the most frequent classes of problems in this area, the parameters estimation and the hypothesis testing.
Learning Objectives

Learning Objectives

  • To be competent in basic mathematical statistics: its notions, tools, general principles and possible applications in science and everyday life
  • To know the restrictions in applications of standard statistical models
Expected Learning Outcomes

Expected Learning Outcomes

  • Be competent in basic mathematical statistics
  • Know the restrictions in applications of standard statistical models
Course Contents

Course Contents

  • Basic mathematical statistics
    Notions, tools, general principles and possible applications in science and everyday life
  • The restrictions in applications of standard statistical models
  • Statistical models, samples, descriptive statistics.
    Statistical models, samples, descriptive statistics. Empirical approach: empirical distribution and Glivenko – Cantelli theorem.
  • Parametric statistics
    Parametric statistics: estimations and their main properties. Unbiased estimators. Efficient estimators. Cramer – Rao bound. Consistent estimators. Sufficient statistics and Fisher – Neumann factorization theorem. Rao – Blackwell theorem. Confidence intervals
  • Statistical hypothesis testing
    Statistical hypothesis testing. Common test statistics. Null hypothesis statistical significance testing. Neumann – Pearson lemma and the most powerful test at the given significance level.
Assessment Elements

Assessment Elements

  • non-blocking Mixed exam (home + oral discussion)
    Studyings are given a home assignment, which should be submitted a few days before the exam. The exam is an oral discussion of the problems solved in the homework, and of the corresponding topics of the theory (the points given to each solution can be reduced in case of poor knowledge of statements and definitions used). The formula producing the final grade from the sum of points (rounding included) is published along with the assignment; a studying should solve approximately 70-80% of the assignment to achieve the grade «10», and 30–40% to achieve «4».
  • non-blocking Written home assignment
    Studyings are given a home assignment, which should be submitted a few days before the exam. The exam is an oral discussion of the problems solved in the homework, and of the corresponding topics of the theory (the points given to each solution can be reduced in case of poor knowledge of statements and definitions used). The formula producing the final grade from the sum of points (rounding included) is published along with the assignment; a studying should solve approximately 70-80% of the assignment to achieve the grade «10», and 30–40% to achieve «4».
Interim Assessment

Interim Assessment

  • Interim assessment (2 module)
    0.5 * Mixed exam (home + oral discussion) + 0.5 * Written home assignment
Bibliography

Bibliography

Recommended Core Bibliography

  • Hogg, R. V., McKean, J. W., & Craig, A. T. (2014). Introduction to Mathematical Statistics: Pearson New International Edition. Harlow: Pearson. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1418145

Recommended Additional Bibliography

  • Larsen, R. J., & Marx, M. L. (2015). An introduction to mathematical statistics and its applications. Slovenia, Europe: Prentice Hall. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.19D77756