Kurt Hornik: QFin Statistics 2 Summer Semester 2025

Kurt Hornik: QFin Statistics 2 Summer Semester 2025

Classes

Unit Date Time Location Topic Materials Assignments
Read Rice Chapter 5
1 2025-03-05 12:30-16:00 D4.0.022 Limit Theorems; Basic Framework of Statistical Inference Slides Ex 1-9, 11-12, 15-17 Due: 2025-03-12 23:59 Read Rice Chapter 8.1-8.5
2 2025-03-06 15:30-19:00 D5.1.001 Estimation of Parameters and Fitting of Probability Distributions Slides Ex 18-21, 23-29, 31-34 Due: 2025-03-19 23:59 Read Rice Chapter 8.6-8.7
3 2025-03-13 10:00-13:30 TC.1.01 Estimation of Parameters and Fitting of Probability Distributions Slides Ex 37-44, 53-54, 56-60 Due: 2025-03-26 23:59 Read Rice Chapter 9
4 2025-03-20 10:00-13:30 TC.1.01 Testing Hypotheses and Assessing Goodness of Fit Slides Ex 61-63, 65, 67-69, 76-84 Due: 2025-04-02 23:59 Read Rice Chapter 11 and 13
5 2025-03-27 10:00-13:30 D5.1.001 Comparing Two Samples, Analysis of Categorical Data Slides Ex 85-93, 98, 102, 104, 108, 109, 113, 114-117 Due: 2025-04-09 23:59
6 2025-04-03 10:00-13:30 TC.1.01 Linear models Slides Ex 119-130 Due: 2025-04-16 23:59
7 2025-04-10 09:00-15:00 online Presentations
8 2025-04-24 10:00-12:00 TC.0.01 Finals

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.
Submit by email to Margarida Ramos Silva <margarida.ramos.silva@s.wu.ac.at>, Luis Diego Pena Monge <luis.diego.pena.monge@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 Atovmyan, Deskoski, Petronevich, Samaj, Vlad 12:20-12:40
2 Maurer, Piacentini, Piller, Svetina 11:00-11:20
3 Herten, Iepure, Maalekji Akkawi, Varszegi 09:00-09:20
5 Kurmanbekova, Kuzmishin, Mookanay, Tallos, Tuhai 13:40-14:00
6 Akbarli, Haeussling, Heissenberger, Kindermann, Shabanov 13:20-13:40
7 Barbaros, Bordei, Dempsey, Kambachekov, Pryshchepa 11:20-11:40
8 Buechs (†), Gogberashvili, Leiter, Loebbe, O'Hara 13:00-13:20
9 Crespo Sanchez, Kager, Leischner, Zavacky 09:40-10:00
10 Borisov, Friedlaender, Fuele, Weissmeier, Zlatanovic 12:00-12:20
11 Huber, Nagy, Vos, Vyshkovskaia, Zareczky 09:20-09:40
12 Dazun Cabello, De Pasquale, Limpek, Nigg, Pavic 10:20-10:40
13 Farkhutdinov, Luptakova, Mikheenkov, Oskina, Swietochowska 10:00-10:20
14 Korcic, Kovek, Mei, Rapoport, Yago Tortajada 11:40-12:00
Presentation groups and teams:
A Team 11 (35), Team 12 (55), Team 14 (74), Team 8 (75), Team 6 (96)
B Team 3 (30), Team 2 (49), Team 9 (72), Team 5 (95), N.N. (97)
C Team 1 (36), N.N. (64), Team 7 (66), Team 13 (94), Team 10 (118)
Teams submit all 5 problems in their group as homeworks, and present "their" problem.

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.