## Fundamentals of Mathematical Statistics

401-3621-00L

Lecturer: Prof. Sara van de Geer

Assistants: Benjamin Stucky, Jana Jankova

Content: In mathematical statistics, data is exploited to get information about certain aspects of the underlying probability distributions. This lecture covers: introductory examples, formalism of decision theory, optimality measures, optimality in simple models, asymptotics of estimators and tests.

Lecture:
We 10-12 HG E 1.1
FriĀ  08-10 HG E 1.1

Exercise Lessons:
Tue 14-15 HG F 26.3

Tue 12-13 HG E 1.1

### Exercises:

First exercise lesson: Tuesday, September 22, 2015.

• Preliminary discussion: Tuesday, week n+1, in the exercise lesson.
• Hand in: Tuesday, week n+2, in the exercise lesson.
• Return: Tuesday, week n+3, in the exercise lesson.
• Discussion: if needed, Tuesday, week n+3, in the exercise lesson.
 Problem Sheets Preliminary Discussion Solution Problem Sheet 1 September 22, 2015 Solution 1 Problem Sheet 2 September 29, 2015 Solution 2 Problem Sheet 3 October 6, 2015 Solution 3 Problem Sheet 4 October 13, 2015 Solution 4 Problem Sheet 5 October 20, 2015 Solution 5 Problem Sheet 6 October 27, 2015 Solution 6 Problem Sheet 7 November 3, 2015 Solution 7 Problem Sheet 8 November 10, 2015 Solution 8 Problem Sheet 9 November 17, 2015 Solution 9 Problem Sheet 10 November 24, 2015 Solution 10 Problem Sheet 11 December 1, 2015 Solution 11 Problem Sheet 12 December 8, 2015 Solution 12

Requirements for the Testat: None.

PhD Students: If you only need the ETH credit points, please hand in solutions to 5 problem sheets. If you need ECTS points, you do not have to hand in solutions but to pass the exam (an online registration on mystudies is required).

Material: script

Wichtiger Hinweis:
Diese Website wird in älteren Versionen von Netscape ohne graphische Elemente dargestellt. Die Funktionalität der Website ist aber trotzdem gewährleistet. Wenn Sie diese Website regelmässig benutzen, empfehlen wir Ihnen, auf Ihrem Computer einen aktuellen Browser zu installieren. Weitere Informationen finden Sie auf
folgender Seite.

Important Note:
The content in this site is accessible to any browser or Internet device, however, some graphics will display correctly only in the newer versions of Netscape. To get the most out of our site we suggest you upgrade to a newer browser.