Selected Topics of Mathematical Statistics

Instructor: 
Time I: 
Monday,
12:00pm to 02:00pm
Venue I: 
SPA 1, R21a
Description: 

The course covers a part of mathematical statistics which deals with the limiting behavior of different sample statistics, U-statistics, M-, L- and R-Estimates. This course gives better understanding for the basic tools learned in the elementary Statistics I and II, like Law of Large Numbers, Central Limit Theorem, Kolmogorov-Smirnov and Cramer-von-Mises tests, sample mean and sample variance behavior, etc. This course is laying a bridge between probability theory and mathematical statistics by manipulating “probability” theorems to obtain “statistical” theorems.

 

Literature:

R. J. Serfling, Approximation theorems of mathematical statistics, 1980, Wiley series in mathematics.

Credits: 
3.00
Semester: 
Fall 2011
Affiliation: 
Humboldt-Universität zu Berlin