Course teacher(s)
Thomas VERDEBOUT (Coordinator) and Davy PAINDAVEINEECTS credits
5
Language(s) of instruction
english
Course content
In 2024-2025, the course will be taught by Davy Paindaveine (Davy.Paindaveine@ulb.be)
Lectures are given in English so the description of the course (even in the French part) is done in English.
Conditional expectation/probability, sufficiency, Halmos-Savage theorem, the factorization criterion, minimal sufficiency. Rao-Blackwell theorem, distribution-freeness and ancillarity. Completeness and the Lehmann Scheffé theorem, U-statistics. Exponential families, group equivariance. Uniformly most powerful tests, Neyman-Pearson Lemma, Unbiasedness, similarity, Neyman alpha-structure and invariant tests.
Objectives (and/or specific learning outcomes)
The course is a general course in Mathematical Statistics that will help the student to tackle statistical problems of many different natures. The results of the course do apply in many diferent topics in statistics such as data analysis, multivariate analysis and regression.
The main objective of the course is to provide methods that allow to take optimal decisions (in estimation or hypothesis testing). We describe different statistical principles and properties and show the optimal solutions exist in certain situations.
At the end of the course, the student will have a critical look at what a statistical problem is and its mathematical foundations.
Prerequisites and Corequisites
Required and Corequired knowledge and skills
To follow this course, you need to have a background in Mathematical Statistics already (typically form an introductory course in Mathematical Statistics like Mathematical Statistics I at ULB).
Courses requiring this course
Teaching methods and learning activities
The course mainly consists in theoretical lectures. We also use active methods to help the student to understand the course.
References, bibliography, and recommended reading
Lehmann, E. L., & Casella, G. (1998). Theory of point estimation (Vol. 31). Springer Science & Business Media.
Lehmann, E. L., & Romano, J. P. (2006). Testing statistical hypotheses. Springer Science & Business Media.
Contribution to the teaching profile
Please see the French part (the teaching profile in in French).
Other information
Contacts
Université Libre de Bruxelles (Campus Plaine).
Email: thomas.verdebout@ulb.be
Campus
Plaine
Evaluation
Method(s) of evaluation
- Project
- Oral presentation
- Other
Project
Oral presentation
Other
Language(s) of evaluation
- english