Asymptotic Statistics (BSc)

Faculteit Science and Engineering
Jaar 2017/18
Vakcode WBMA14003
Vaknaam Asymptotic Statistics (BSc)
Niveau(s) bachelor
Voertaal Engels
Periode semester I a
ECTS 5
Rooster rooster.rug.nl

Uitgebreide vaknaam Asymptotic Statistics (BSc)
Leerdoelen The aim of the course is that students obtain insight on the role of asymptotic theory in statistical estimation theory.

The student is able
1) to apply basic modes of convergence in probability problems
2) to derive, develop, and interpret maximum likelihood or minimum chi-square inference methods for a number of estimation problems
3) to apply Laws of Large Numbers and versions of the Central Limit Theorem
4) to determine necessary and sufficient conditions for consistent and efficient estimators for a wide scope of problems
Omschrijving In this course the properties of probabilistic modes of convergence and their partial converses are analyzed in detail. Three Laws of Large Numbers and two versions of the Central Limit Theorem are proven, discussed and illustrated. To obtain a wider scope of application of these theorems, we introduce the Slutsky and Delta theorems. This forms the mathematical basis of regularity assumptions making statistical estimation possible based on maximum likelihood and minimum chi-square.
Throughout the course we provide examples as well as counter examples to deepen insight.
Uren per week
Onderwijsvorm Hoorcollege (LC), Opdracht (ASM), Werkcollege (T)
Toetsvorm Opdracht (AST), Schriftelijk tentamen (WE)
(Assessment takes place through homework assignments and written exam according to Final = 0.10 x max(HW1, WE) + 0.10 x max(HW2, WE) + 0.10 x max(HW3, WE) + 0.7 x WE only if WE>=5.0 otherwise Final = WE, where HWi is homework grade for ith homework assignment, WE final exam grade)
Vaksoort bachelor
Co├Ârdinator dr. W.P. Krijnen
Docent(en) dr. W.P. Krijnen
Verplichte literatuur
Titel Auteur ISBN Prijs
A Course in Large Sample Theory, Chapman & Hall, 1996. Thomas S. Ferguson
Entreevoorwaarden
Opmerkingen
Opgenomen in
Opleiding Jaar Periode Type
BSc Wiskunde: General Mathematics  (Minor Mathematics) 3 semester I a keuzegroep
BSc Wiskunde: Statistics and Econometrics 3 semester I a verplicht