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Statistical analysis [ LSTAT2040 ]


5.0 crédits ECTS  30.0 h + 15.0 h   2q 

Teacher(s) El Ghouch Anouar ; Van Keilegom Ingrid ;
Language French
Place
of the course
Louvain-la-Neuve
Main themes

General presentation of the statistical model. Sufficient statistic and exponential family. Theory of point estimation: use for sufficiency and completeness. Construction of estimators: maximum likelihood method, asymptotic equivalence. Construction of confidence regions: exact and asymptotic regions. Theory of hypothesis tests: Neyman-Pearson lemma, likelihood ratio tests, Rao statistic, Wald statistic. Applications to the exponential family models, and to problems encountered in the first cycle course.

Aims

Second cycle course of general education in mathematical statistics.

Other information

Support: - Von Sachs R., Analyse statistique, syllabus of MATH 2440, Institut de statistique, UCL, Louvain-la-Neuve, 2000. - Montfort A., Cours de statistique mathématique, Economia, Paris, 1982. - Lehmann E.L., Casella G., Theory of point estimation, 2nd edition, Springer, 1988. - Lehmann E.L., Testing statistical hypothesis, 2nd edition, Springer, New York, 1997.

Cycle et année
d'étude
> Master [120] in Statistics: General
> Master [120] in Statistics: Biostatistics
> Master [120] in Mathematics
> Bachelor in Information and Communication
> Bachelor in Philosophy
> Bachelor in Pharmacy
> Bachelor in Computer Science
> Bachelor in Economics and Management
> Bachelor in Motor skills : General
> Bachelor in Human and Social Sciences
> Bachelor in Sociology and Anthropology
> Bachelor in Political Sciences: General
> Bachelor in Mathematics
> Bachelor in Biomedicine
> Bachelor in Engineering
> Bachelor in religious studies
> Master [120] in Mathematical Engineering
> Certificat universitaire en statistique
Faculty or entity
in charge
> LSBA


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