Description

Statistics is the mathematical discipline that aims to make sense of data generated by a random phenomenon. Its goal is to determine the characteristics of the random phenomenon (the process of statistical inference) and quantify their uncertainty.

This course will introduce the basic notions of statistics, where essentially all results are rigorously proved.

We will cover the following topics:

• Regular Probability Models
• Sampling from Probability Distributions
• Point Estimation of Model Parameters
• Tests of Hypotheses for Model Parameters
• Confidence Intervals for Model Parameters

The lecture will mostly follow the book "Statistics for Mathematicians" by Victor M. Panaretos (available online here).

Organisation

The first lecture will take place on Tuesday, February 18th.

The first exercise session will take place on Friday, February 21st.