Statistics II

- Lectures and tutorials are planned as on-campus sessions.

- The first lecture takes place on Monday, April  8th at 15:15 in Konzil 1

- To follow the course and get access to the course material, please sign-up on ZEUS.

- All further information and course material will be provided on ILIAS

 

Instructor: Prof. Dr. Ralf Brüggemann

Time and Room: Monday, 15:15 - 16:45, in Konzil 1

Language: Lectures and tutorials are in English.

Prerequisites: College-level background in calculus including univariate integration and differentiation, partial differentiation, and multivariate integration

Tutorials:

Group A Tuesday 08:15 – 09:45 G 309 Sven Hartel
Group B Tuesday 11:45 – 13:15 G 530 Sven Hartel
Group C Wednesday 10:00 – 11:30 M 627 Nicolas Weiss
Group D Wednesday 11:45 – 13:15 G 309 Nicolas Weiss
Group E Thursday 08:15 – 09:45 G 227a Benedikt Schwab
Group F Thursday 13:30 – 15:00 G 309 Felix Sieber
Group G Thursday 15:15 – 16:45 G 309 Felix Sieber
Group H Friday 08:15 – 09:45 L 602 Clara Litzel

Please note that the first Problem Set is not discussed in the tutorials.

The tutorials start in the week of April 22 to 26, 2024.

Course Description:

This lecture builds directly on Statistics I and gives an introduction to statistical estimation and inference. Topics covered include point and interval estimation, hypothesis testing and an introduction to regression analysis. Tutorials complement the lecture and include a discussion of output from the statistical software STATA. This lecture is typically offered in winter terms. Lectures and tutorials are in English.

Preliminary Course Outline (English):

  • Introduction
  • Sampling and Sampling Distributions
    • Law of Large Numbers
    • Central Limit Theorem
  • Parameter Estimation
    • Point Estimation
    • Properties of Estimators
    • Interval Estimation
  • Hypotheses Testing
    • Principles of Statistical Testing
    • Specific Statistical Tests
  • Regression Analysis
    • Simple Linear Regression
      • Model
      • Estimation
      • Parameter Tests
      • Residual Analysis
      • Prediction

Readings:

  • Wackerly, D. D., Mendenhall, W. & Scheaffer, R. L. (2008), Mathematical Statistics with Applications (7. edn.: Brooks/Cole Cengage)
  • Further resources to be discussed in class

Software:

Printouts from statistical software STATA will be used in the tutorials.

Course Material: