Web page of F. Tusell

Mathematical Statistics: Inference

This 6-credits course runs for a quarter, and deals with linear various topics related to statistical inference: Decision Theory, sufficiency, unbiasedness, large sample theory, efficiency... It assumes an introduction roughly at the level of the course Estadística para Economistas in this School. It does NOT require neither Statistics: Linear Models nor Statistics: Multivariate Analysis.

Syllabus and bibliography

• Here it is the syllabus of the last time it was offered . Syllabuses for previous academic years are also available (since 1.997-1.998).

Class notes and handouts

There is a very sketchy set of notes, that more or less cover the topics that we deal with in tha classroom. These notes are no subsititute for the familiarity with the bibliography cited in the syllabus.

• TUSELL, F. (2005)   Estadística Matemática: Inferencia. Size: 994543 bytes.

Problem sets

In a normal quarter, students do between 6 and 8 problem sets, which are assigned approximately with a bi-weekly periodicity.

• Problem set 1. Rudimentos de Teoría de la Decisión.
• Problem set 2. Rudimentos de suficiencia, Rao-Blackwell.
• Problem set 3. Suficiencia, completitud, Cramer-Rao.
• Problem set 4. Tablas de contingencia
• Problem set 5. Modelos loglineales y su estimación máximo-verosímil
• Problem set 6. Convergencia estocástica
• Problem set 7. Contrastes uniformemente más potentes
• Problem set 8. Máxima potencia local, contrastes de significación puros...

Previous years exams

This course is usually offered in the first quarter, and the final exam can be taken in June and/or September. Students who do not pass the exam in January/February can take it again in June.

• 1998: June ,  and revised version
• 2002: June