MATH-442 / 5 credits

Teacher: Koch Erwan Fabrice

Language: English

## Summary

The course aims at developing certain key aspects of the theory of statistics, providing a common general framework for statistical methodology. While the main emphasis will be on the mathematical aspects of statistics, an effort will be made to balance rigor and intuition.

## Recommended courses

Real Analysis, Linear Algebra, Probability, Statistics.

## Learning Outcomes

By the end of the course, the student must be able to:

• Formulate the various elements of a statistical problem rigorously.
• Formalize the performance of statistical procedures through probability theory.
• Systematize broad classes of probability models and their structural relation to inference.
• Construct efficient statistical procedures for point/interval estimation and testing in classical contexts.
• Derive certain exact (finite sample) properties of fundamental statistical procedures.
• Derive certain asymptotic (large sample) properties of fundamental statistical procedures.
• Formulate fundamental limitations and uncertainty principles of statistical theory.
• Prove certain fundamental structural and optimality theorems of statistics.

## Teaching methods

Lecture ex cathedra using slides as well as the blackboard (especially for some proofs). Examples/exercises presented/solved at the blackboard.

## Assessment methods

Final written exam.

Dans le cadre de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

## Supervision

 Office hours No Assistants Yes Forum Yes

## Notes/Handbook

The slides will be available on Moodle.

## In the programs

• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Statistical theory
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Statistical theory
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Statistical theory
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Statistical theory
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Statistical theory
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Statistical theory
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks

## Reference week

 Mo Tu We Th Fr 8-9 MAA112 9-10 10-11 MAA112 11-12 12-13 13-14 14-15 15-16 16-17 17-18 18-19 19-20 20-21 21-22

Tuesday, 8h - 10h: Lecture MAA112

Tuesday, 10h - 12h: Exercise, TP MAA112