Syllabus
Point estimation and properties of estimators (unbiasedness, (root n)-consistency, asymptotic normality, efficiency, Rao-Cramer theorem, Student?s tests, Fisher-Cochran theorem), robust statistics.
Annotation
This course follows the course Probability Theory and Mathematical Statistics I (that course is required for selecting this one). Participants obtain an information about basic statistical methods and notions: random sample, various types of estimators and their properties, testing the hypotheses, Student§s tests, Fisher-Cochran theorem, very first look at robust staistics.