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NMSA332: Mathematical Statistics 2

Summer Term 2025/26 | Course Information & Materials

General Information

My Practical

Tuesday 10:40, K9
Led by: Filip Bočinec

Lecture & Other Practicals

Lecture: Monday 10:40, K5 (S. Nagy)
Wednesday Practical: 14:00, K9 (H. Ranošová)

Course Credit Requirements

To obtain the course credit (zápočet), students must pass two written tests with the following conditions:

Correction Policy: Standard retakes are not provided. However, students with a combined score of at least 25 points from both tests are eligible for a single comprehensive retake test. Success in the retake requires a score of at least 60%.

Practicals Program

Week Date Topic Examples Covered
Week 117.2.Conditional densities and moments
Week 224.2.Cramér-Rao lower boundEx10, Ex12, Ex13, Ex14(i)(ii), Ex15, Ex16
Week 33.3.Generalizations of Cramér-Rao boundEx19, Ex21, Ex22(i), Ex24
Week 410.3.Sufficient statisticsEx25, Ex29, Ex32
Week 517.3.Sufficient statistics in estimation theoryEx41, Ex42, Ex47
Week 624.3.1st Credit Test-
Week 731.3.Maximum likelihood estimation (MLE)Ex51, Ex55, Ex57, Ex60, Ex64
Week 87.4.Cancelled-
Week 914.4.MLE - vector parameterEx65, Ex69, Ex71
Week 1021.4.Neyman-Pearson lemma and likelihood ratio testEx75, Ex78, Ex79
Week 1128.4.MLE - testsEx84, Ex88, Ex89, Ex92, Ex95
Week 125.5.MLE - tests with nuisance parametersEx96, Ex101, Ex102
Week 1312.5.2nd Credit Test will take place in room K8-

Materials

Practical materials and practice problems: