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Mathematical Statistics - Seminar for Statistics

Mathematical StatisticsSara van de GeerSeptember 20102 Contents1 Some notation and model assumptions .. Estimation .. Comparison of estimators: risk functions .. Comparison of estimators: sensitivity .. Confidence intervals .. confidence sets and tests .. Intermezzo: quantile functions .. How to construct tests and confidence sets .. An illustration: the two-sample problem .. normality .. nonparametric test .. of Student s test and Wilcoxon s test .. How to construct estimators .. estimators .. method of moments .. methods .. 232 Decision Decisions and their risk .. Admissibility .. Minimaxity .. Bayes decisions .. Intermezzo: conditional distributions .. Bayes methods.

Introduction Statistics is about the mathematical modeling of observable phenomena, using stochastic models, and about analyzing data: estimating parameters of the ... travel from his lab, to a mirror on the Washington Monument, and back to his lab. 7. 8 CHAPTER 1. INTRODUCTION

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