discipline

MSc in Pure and Applied Mathematics

subject

Foundations of statistics 1

lecturers

Tamás F. Móri, Dept. of Probability Theory and Statistics, Institute of Mathematics

credits

4

period

1st semester

curriculum

Sufficiency, completeness. Exponential families. Cramér-Rao type inequalities. Asymptotic properties of estimators. Bayes and generalized Bayes estimation. Jackknife, bootstrap. Equivariant estimators. L- and M-estimators. Sampling from finite population. Confidence sets and intervals.

literature

 

form of tuition

Lecture

mode of assessment

oral exam