Mathematische Statistik

Lecturer: Michael Vogt

Exercises: Ly Viet Hoang

General Informationen:

Lectures                   4 h + 2 h exercise

Exam: Exam dates and further information will be posted on Moodle. The second exam is open. To participate in the final exam a minimum of 50% of the homework     points need to be achieved as a prerequisite by the end of the semester.

   Target Audience:                  

  • Bachelor Mathematik, Wirtschaftsmathematik und Mathematische Biometrie.
  • Master Mathematik, Wirtschaftsmathematik, Mathematische Biometrie, Finance, Mathematical Data Science


  • Parametric models and fundamental theory
  • Exponential families, completeness, sufficiency
  • Point estimation
  • Properties of estimators (MSE, bias, consistency)
  • Best unbiased estimators, Cramer-Rao inequality
  • U-statistics, confidence intervals
  • Hypothesis testing
  • Density estimation or linear models (introduction)


  • Elementare Wahrscheinlichkeitsrechnung und Statistik
  • Wahrscheinlichkeitstheorie und Stochastische Prozesse

  Excercise Sheets:

     On Moodle





Information and material will be provided on Moodle. For more details refer to the respective sections.