discipline

MSc in Mathematics

subject

Foundations of statistics 2 (module Mathematical statistics)

lecturers

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

credits

2

period

2nd semester

curriculum

Hypothesis testing. Monotone likelihood ratio. One-sided and two-sided alternatives in exponential families. Similarity, Neyman structure. Nuisance parameters. Classical parametric tests and their optimality. Generalized likelihood ratio test, chi-square tests. Classical nonparametric tests. ANOVA.

literature

 

form of tuition

Lecture

mode of assessment

oral exam