Kurt Hornik: QFin Statistics 2 Summer Semester 2018

Kurt Hornik: QFin Statistics 2 Summer Semester 2018

Classes

All classes and the final start at 09:00.
Date Topics Assignments
Rice Chapter 5
2018-03-08 09:00-13:00 TC.4.01 Limit Theorems; Basic Framework of Statistical Inference Ex 1-9, 11-12, 15-17; Lecture notes on estimation (sections 2.1-2.3); Rice Chapter 8.1-8.5
2018-03-15 09:00-13:00 TC.4.01 Estimation of Parameters and Fitting of Probability Distributions Ex 18-21, 23-29, 31-34; Lecture notes on estimation (sections 2.4-2.6); Rice Chapter 8.6-8.7
2018-03-22 09:00-13:00 TC.4.01 Estimation of Parameters and Fitting of Probability Distributions Ex 37-44, 53-54, 56-60 Lecture notes on testing hypotheses and assessing goodness of fit; Rice Chapter 9
2018-04-12 09:00-13:00 TC.4.01 Testing Hypotheses and Assessing Goodness of Fit Ex 61-63, 65, 67-69, 76-84
2018-04-19 09:00-13:00 TC.4.03 Testing Hypotheses and Assessing Goodness of Fit Ex 85-93, 98, 102, 104, 108, 109, 113, 114-117; Lecture notes on comparing two samples; Rice Chapter 11; Lecture notes on analysis of categorical data; Rice Chapter 13
2018-04-26 09:00-13:00 TC.4.01 Presentations and Review
2018-05-02 09:00-11:00 TC.0.02 Finals

Assignments

Exercises Data sets
When submitting homework assignments by email, please use the subject ‘Statistics Unit n’, where n is the number of the unit.
Submit by email to <Kurt.Hornik@wu.ac.at> and Borys Koval <borys.koval@s.wu.ac.at>, and cc all team members. Submissions are due Tue 23:45.
Please use Sweave, and submit both the PDF and the Rnw!
Presentation groups and teams:
Group Teams
A Coll Llaurado (35), Wieser (55), Mozdzen (74), Pasler (75), Amon (96)
B Panko (36), Lukacka (64), Burzler (66), Papathanasiou (95), Prado Moreno (97)

Materials

Lecture notes (limit Theorems, estimation of parameters and fitting of probability distributions, testing hypotheses and assessing goodness of fit, comparing two samples, analysis of categorical data): PDF Code
Data sets accompanying Rice (2006) can be downloaded from the Duxbury Data Library, e.g., as CSV files.

Literature

John A. Rice (2006), Mathematical Statistics and Data Analysis (3rd edition). Brooks Cole, ISBN-10: 0495118680, ISBN-13: 9780495118688.
Felix Abramovich and Ya'acov Ritov (2013), Statistical Theory: A Concise Introduction. Chapman and Hall/CRC, ISBN 9781439851845. http://www.crcpress.com/product/isbn/9781439851845

Links

Electronic University Calendar (eVVZ)
Setting up R and LATEX



File translated from TEX by TTH, version 4.12.