Mathematical statistics

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Mathematical statistics

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Code:	92982
ECTS:	5.0
Lecturers in charge:	prof. dr. sc. Miljenko Huzak
English level: 1,0,0	All teaching activities will be held in Croatian. However, foreign students in mixed groups will have the opportunity to attend additional office hours with the lecturer and teaching assistants in English to help master the course materials. Additionally, the lecturer will refer foreign students to the corresponding literature in English, as well as give them the possibility of taking the associated exams in English.

Load:

1. komponenta

Lecture type Total

Lectures 45

* Load is given in academic hour (1 academic hour = 45 minutes)

Description:

COURSE AIMS AND OBJECTIVES: To adopt the basic terms and results of mathematical statistics.

COURSE DESCRIPTION AND SYLLABUS:
1. Conditional distributions and expectations
2. Multivariate normal distribution
3. Statistical structure
4. Complete and sufficient statistics
5. Uniformly minimum variance unbiased estimators (Rao-Blackwell thm, Lechmann-Scheffe thm)
6. Efficient estimators (regular models, Cramer-Rao thm, Fisher's information)
7. Exponential families
8. Sequences of estimators (consistency, asymptotic normality)
9. Maximum likelihood estimation. Properties of estimators.
10. Multiple linear regression
11. The best linear unbiased estimators (Gauss-Markov conditions)
12. Neyman-Pearson's theory. Uniformly the most powerful tests.
13. Likelihood ratio tests.
14. Examples

Literature:

1. semester

Mandatory course - Regular study - Financial and Business Mathematics

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Mathematical statistics

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FACULTY OF SCIENCE