Kurt Hornik: QFin Statistics 2 Summer Semester 2026
Kurt Hornik: QFin Statistics 2 Summer Semester 2026
Classes
| Unit | Date | Time | Location | Topic | Materials | Assignments |
| | | | | | | | Read Rice Chapter 5 |
| 1 | 2026-03-04 | 11:00-14:30 | TC.2.01 | Limit Theorems; Basic Framework of Statistical Inference | Slides
| Ex 1-9, 11-12, 15-17 | Due: 2026-03-11 23:59 | Read Rice Chapter 8.1-8.5
|
| 2 | 2026-03-12 | 10:00-13:30 | TC.2.02 | Estimation of Parameters and Fitting of Probability Distributions | Slides
| Ex 18-21, 23-29, 31-34 | Due: 2026-03-18 23:59 | Read Rice Chapter 8.6-8.7
|
| 3 | 2026-03-16 | 14:00-17:30 | TC.1.02 | Estimation of Parameters and Fitting of Probability Distributions | Slides
| Ex 37-44, 53-54, 56-60 | Due: 2026-03-25 23:59 | Read Rice Chapter 9
|
| 4 | 2026-03-26 | 10:00-13:30 | TC.2.02 | Testing Hypotheses and Assessing Goodness of Fit | Slides
| Ex 61-63, 65, 67-69, 76-84 | Due: 2026-04-08 23:59 | Read Rice Chapter 11 and 13
|
| 5 | 2026-04-09 | 10:00-13:30 | TC.2.02 | Comparing Two Samples, Analysis of Categorical Data | Slides
| Ex 85-93, 98, 102, 104, 108, 109, 113, 114-117 | Due: 2026-04-15 23:59 | |
| 6 | 2026-04-16 | 10:00-13:30 | TC.2.02 | Linear models | Slides
| Ex 119-130 | Due: 2026-04-22 23:59
|
| 7 | 2026-04-23 | 10:00-12:00 | TC.0.02 | Finals
|
| 8 | 2026-04-30 | 09:00-15:00 | online | Presentations
|
Assignments
Exercises
Data sets
When submitting homework assignments by email, please use the subject
‘Statistics 2 Unit n Team k’, where n is the number of the
unit and k is the number of your team.
ubmit by email to
Polina Atovmyan <polina.atovmyan@s.wu.ac.at>,
and <Kurt.Hornik@wu.ac.at>,
and cc all team members.
Please use Sweave/knitr, and submit both the PDF and the Rnw!
Homework and presentation teams and presentation slots:
| 1 | Burigana, Kupeev, Mokliak, Ossani, Pavlova | |
| 2 | Dushin, Kraciuk, Turhan, Uszko, Vasarhelyi | |
| 3 | Holzmann, Mirtchev, O'Sullivan, Sorochynska | |
| 4 | Amelina, Capka, Dubini, Rzepka, Szaniszlo | |
| 5 | Bachtiary, El Hariri, Pell, Rapoport, Woegerer | |
| 6 | Marcius, Ntallas, Pilz, Simic, Zizliauskaite | |
| 7 | Balli, Boross, Machetta, Morozov, Mykhailiuk | |
| 8 | Attanasio, Friedrich, Illes, Kolev, Maraj | |
| 9 | Burlutskaya, Candrak, Docs, Gruenstaeudl, Rubanov | |
| 10 | Baron von Westernhagen, Krieger, Li Jingqi, Radovanovic, Vazsonyi | |
| 11 | Ellecosta, Li Daniil, Molnar, Vershinin | |
| 12 | Karmazin, Leitner, Malcoci, Reinhold, Vorhauser | |
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 (2023),
Statistical Theory: A Concise Introduction, 2nd Edition.
Chapman and Hall/CRC, ISBN 9781439851845.
https://www.routledge.com/Statistical-Theory-A-Concise-Introduction/Abramovich-Ritov/p/book/9781032007458.
Links
Electronic University Calendar (eVVZ)
Setting up R and LATEX
File translated from
TEX
by
TTH,
version 4.16.
