Mathematical Statistics I 220581-D
Wykład (WYK) Semestr letni 2023/24

A statistical space, a statistic.

Distributions of statistics.

The fundamental theorem of mathematical statistics (Glivenko-Cantelli), order statistics.

Continued.

Sufficient statistics, estimators.

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Criteria for estimators; efficiency, the Rao-Cramer inequality.

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Selected methods of estimation: the moment method, the maximum likelihood method.

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Confidence intervals.

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Statistical tests. Power of a test, the Neyman-Pearson lemma, likelihood ratio tests.

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Extensions.