314104 Schätzen und Testen (V) (SoSe 2005)

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Es werden klassische und neuere statistische Verfahren im Rahmen der
Schätz- und Testtheorie vorgestellt. Hierbei wird das Ein-und
Zweistichprobenproblem und Varianzanalyse behandelt. Neben der
Darstellung der theoretischen Konzepte werden Datensätze mit den in der
Vorlesung besprochenen Verfahren in Splus/R analysiert.

Gliederung:
1. Darstellung grundlegender Konzepte am Beispiel des
Einstichprobenproblems
2. Maximum-Likelihood-Schätzer
3. Eigenschaften der Schätzfunktion
4. Robuste Schätzer
5. Überprüfung der Normalverteilungsannahme
6. Nichtparametrische Tests
7. Das Zweistichprobenproblem
8. Das c-Stichprobenproblem

Bibliography

Literatur:
Büning, H., G. Trenkler: Nichtparametrische statistische Methoden
Büning, H.: Robuste und adaptive Tests
Efron,B., R.J. Tibshirani: An Introduction to the bootstrap
Chatfield, C.: Problem Solving
Garthwaite, P.H., I.T. Jolliffe, Byron Jones: Statistical inference
Miller, R.G.: Beyond Anova

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Subject assignments

Degree programme/academic programme Validity Variant Subdivision Status Semester LP  
Betriebswirtschaftslehre / Diplom (Enrollment until SoSe 2005) B5; WP12 Wahl 5 HS
Volkswirtschaftslehre / Diplom (Enrollment until SoSe 2005) V4; V5; WP12 Wahl 5 HS
Wirtschaftsmathematik / Diplom (Enrollment until SoSe 2005)    
Wirtschaftswissenschaften / Bachelor (Enrollment until SoSe 2005) Nebenfach Modul W2; Modul W4; Modul W5; Modul W6; Modul W7 Wahl 5. 6. 5  
Wirtschaftswissenschaften / Bachelor (Enrollment until SoSe 2005) Nebenfach Modul W8 Wahl 5. 6. 5  

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Last update basic details/teaching staff:
Friday, December 11, 2015 
Last update times:
Thursday, November 25, 2004 
Last update rooms:
Thursday, November 25, 2004 
Type(s) / SWS (hours per week per semester)
lecture (V) / 3
Department
Faculty of Business Administration and Economics
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ECTS points
5
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ID
1116945