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Academic Year/course: 2017/18

453 - Degree in Mathematics

27019 - Mathematical Statistics


Syllabus Information

Academic Year:
2017/18
Subject:
27019 - Mathematical Statistics
Faculty / School:
100 - Facultad de Ciencias
Degree:
453 - Degree in Mathematics
ECTS:
7.5
Year:
3
Semester:
Second semester
Subject Type:
Compulsory
Module:
---

5.1. Methodological overview

   The approach will be participatory and based on different types of learning activities.

5.2. Learning tasks

Lectures. Solving and discussion session problems. Computer laboratory sessions. Individual tutorial meetings. Group activities. Individual study.

5.3. Syllabus

 

 

  1. Statistical data analysis. Revision of the one and two variable cases.

 

      2. Basic concepts on Statistical Inference. Population and random samples. Statistics. Sampling from the Normal distribution. Order statistics. Convergence concepts and limit theorems.

 

 

        3. Point estimation. Desirable properties of an estimator. Methods of finding and evaluating estimators. Large sample properties for máximum likelihood estimators. Interval estimation.

 

 

        4. Hypothesis testing. The Neyman-Pearson approach. The duality of confidence intervals ad hypothesis tests. Likelihood ratio tests. Tests for Normality, goodness of fit and independence. Comparing two samples.        

 

5.4. Course planning and calendar

The activities, classes, exams, etc. will be announced in the faculty webpage. The course will have an ADD page where the different materials and announces will be put down.

5.5. Bibliography and recommended resources

  • Casella, George. Statistical inference / George Casella, Roger L. Berger . - [2nd. ed.] Pacific Grove, California : Wadsworth and Brooks/Cole Advanced Books and Software, cop. 2002
  • Cristóbal Cristóbal, José Antonio. Lecciones de Inferencia estadística / José Antonio Cristóbal Cristóbal . - 1a ed. Zaragoza : Prensas Universitarias de Zaragoza, 2003
  • Dudewicz, Edward J. Modern mathematical statistics / Edward J.Dudewicz, Satya N.Mishra New York : John Wiley & Sons, cop.1988
  • Rohatgi, Vijay K. An introduction to probability theory and mathematical statistics / V.K. Rohatgi and E. Saleh. New York [etc.] : John Wiley & Sons, cop. 2011
  • Garthwaite, Paul H.. Statistical inference / Paul Garthwaite, Ian Jolliffe and Byron Jones . Oxford : Oxford University Press, 2009
  • Bickel, Peter J.; Doksum, Kjell A.. Mathematical statistics: basic ideas and selected topics. vol. 1. 2nd. ed. Pearson Prentice Hall. 2006
  • Vélez Ibarrola, Ricardo. Principios de inferencia estadística / Ricardo Vélez Ibarrola, Alfonso García Pérez Madrid : UNED, 2002
  • Rice, John A. Mathematical Statistics and Data Analysis/ J. A. Rice. Brooks/Cole 3rd edition 2007.