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Mathematical Statistics 2

Class at Faculty of Mathematics and Physics |
NMSA332

Syllabus

Theoretical principles of theory of estimation and testing statistical hypotheses.

Regular systems of densities, sufficient statistics, moment method, maximum likekelihood method and asymptotical tests based on maximum likelihood.

Optimal estimators, construction of the most powerful statistical tests.

Annotation

Foundations of theoretical statistics. Recommended for bachelor's program in General Mathematics, specialization

Stochastics.