Institute for Statistics

Working group Mathematical Statistics

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- Exercise group for Stochastics I

(Information available via Michael Stauch's website) - Block course on multiple comparisons (German description see here)

from September 20th to September 24th, 2010.

The manuscript for this course (in german) can be found here.

Exercise sheet 1 (in german) can be found here.

Exercise sheet 2 (in german) can be found here.

Exercise sheet 3 (in german) can be found here.

Original publication of Keuls (1952) for Sheet 3 here.

Exercise sheet 4 (in german) can be found here.

Exercise sheet 5 (in german) can be found here.

- Practical block course (computer tutorial) on stochastics in October 2010, details (in German) here.

**04.10.2010:**Random number generation and descriptive statistics: Presentation

**05.10.2010:**Parametric estimation theory: Presentation

**06.10.2010:**(Generalized) linear models: Presentation

**11.10.2010:**(Parametric and non-parametric) test theory: Presentation

**12.10.2010:**Nonparametric density estimation: Presentation

**14.10.2010, 10.15h - 11.45h:**Markov Chain Monte Carlo: Presentation

**14.10.2010, 13.15h - 14.45h:**Time Series Analysis: Presentation

**15.10.2010:**Simulation of Stochastic Processes: Presentation - Seminar on the theory of multiple comparisons, Mondays, 1pm - 3pm, RUD25, Room 1.012.

**01.11.2010:**Talk by Thorsten Dickhaus on the "asymptotically optimal rejection curve" (Slides)

**08.11.2010:**Talk by Mareile Große Ruse on "Bayesian FDR (Part I)" (Slides)

**15.11.2010:**Talk by Mathias Trabs on "Resampling-based multiple testing (Part I)" (Slides)

**22.11.2010:**Talk by Maximilian Mönch on "Bayesian variable selection with multiplicity adjustment" (Slides)

**29.11.2010:**Talk by Thorsten Dickhaus on "Higher Criticism thresholding for feature selection"

**06.12.2010:**Talk by Thao Phuong Nguyen on "k-FWER"

**13.12.2010:**Talk by Anna Ferrari on "Bayesian FDR (Part II)" (Slides)

**10.01.2011:**Talk by Jens Stange on "TPFDP / FDX" (Slides)

**17.01.2011:**Talk by Calvin Seward on "Compatible confidence regions" (Slides)

**31.01.2011:**Talk by Patrick-André Wilhelm on "Criticality" (Slides)

**07.02.2011:**Talk by Jakob Gierl on "Resampling-based multiple testing (Part II)" (Slides)

Collected Drafts (mostly in german)

- Lecture on resampling methods in statistics (Mondays, 9am - 11am, RUD25, 1.115),

German description see here.

The manuscript for this course (in German, to be completed) can be found here.

- Lecture on Statistical Methods (Mondays and Tuesdays, 1pm - 3pm, RUD25, 1.115),

Tutorials: Mondays, 3pm - 5pm, RUD25, 4.007. German description see here.

The manuscript for this course can be found here.

Scanned pages for manuscript items 3.96 - end (in German)

R-code for first week's tutorials: R-Praktikum1.R, R-Praktikum2.R

Presentation for Chapter 2 (in German)

Files for Example 3.3: R-Code, Input dataset

R-Code for Example 3.52

R-Code for Example 3.59

Files for Example 3.82: R-Code, Input dataset

R-Code for Example 3.85

Files for Application 3.95: Presentation, R-Code

- Lecture on Mathematical Statistics (jointly with Prof. Vladimir Spokoiny)

Mondays, 1pm - 4.30pm (with one break), RUD25, 1.115

Tutorials: Fridays, 11am - 1pm, RUD25, 3.007

My script**(in German, preliminary version: 02.07.2012)**can be found here.
R-code for the tutorials on June 8th: R-Praktikum1.R,
R-Praktikum2.R - Graduate Student Seminar (jointly with Prof. Markus Reiß)

Fridays, 1pm - 3pm, RUD25, 3.007

Scanned pages regarding asymptotics of the MLE

Scanned pages regarding asymptotics of likelihood ratio statistics (first part)

Scanned pages regarding asymptotics of likelihood ratio statistics (second part)

Exercises for lecture week 1: 1.2.1, 1.5.1, 2.1.1, 2.1.3 (in Prof. Spokoiny's script)

Exercises for lecture week 2: 2.2.2, 2.2.4, 2.4.1, 2.5.1 (in Prof. Spokoiny's script)

Exercises for lecture week 3: 2.8.1, 2.9.1, 2.9.3, 2.10.1 (in Prof. Spokoiny's script)

Exercises for lecture week 4: 2.11.4, 2.11.8, 3.3.1, 3.4.2 (in Prof. Spokoiny's script)

Exercises for lecture week 5: 4.2.2, 4.3.1, 4.4.2, 4.6.2 (in Prof. Spokoiny's script)

Exercises for lecture week 6: 4.7.2, 4.7.6, 4.9.5, 4.9.7 (in Prof. Spokoiny's script)

Exercises for lecture week 7 can be found here.

Exercises for lecture week 8 can be found here.

Exercises for lecture week 9 can be found here.

Exercises for lecture week 10 can be found here.

Exercises for lecture week 11 can be found here.

- Lecture on Statistical Methods (Wednesdays 1pm - 3pm, RUD26, 0311 and Fridays, 9am - 11am, RUD25, 1.013),

Tutorials: Wednesdays, 3pm - 5pm, RUD25, 1.012.

German description see here.

The manuscript for this course**(Version: 08.02.2013, in German)**can be found here.

Slides for Chapter 2 (descriptive statistics, in German) can be found here.

Rent index example (Chapter 2): R code, Input dataset

Files for Example 3.3: R code, Input dataset: mietspiegel.txt

R-Code for Example 3.52

R-Code for Example 3.59

Files for Example 3.82: R-Code, Input dataset

R-Code for Example 3.85

Files for Application 3.95: Presentation, R-Code

R-code for first two weeks' tutorials: R-Tutorial.R - Graduate Student Seminar (jointly with Prof. Markus Reiß)

Fridays, 1pm - 3pm, RUD25, 3.007 - Beuth Hochschule für Technik, 31.10.2012:

Presentation on descriptive statistics for bivariate data

Rent index example: R code, Input dataset

Presentation on simultaneous statistical inference for contingency tables

- Lecture on Mathematical Statistics

Tuesdays 11am - 1pm, RUD25, 1.115 and Fridays, 9am - 11am, RUD25, 1.013

Tutorials: Fridays, 11am - 1pm, RUD25, 3.008 (held by Mathias Trabs)

German description see here.

Exercise Sheet 1

Exercise Sheet 2

Exercise Sheet 3

Exercise Sheet 4

Exercise Sheet 5

Exercise Sheet 6

Exercise Sheet 7

Exercise Sheet 8

Exercise Sheet 9

Exercise Sheet 10

Exercise Sheet 11

Exercise Sheet 12 - Job preparation seminar (jointly with Dr. Bernhard Gerlach)

Tuesdays 9am - 11am, RUD25, 3.007

German description see here.

16.04.2013: Einführung in die Statistik-Software R (Thorsten Dickhaus / Bernhard Gerlach), Worksheet: R-Tutorial.R

23.04.2013: Die Exponentialverteilung in Verbindung mit Alterungsprozessen (Keven Lass, Betreuer: BG), Presentation Slides

30.04.2013: Regressionsanalyse (175699, Betreuer: TD)

07.05.2013: Statistische Schätzverfahren (535101, Betreuer: BG)

14.05.2013: Die Weibullverteilung und Anwendungen (541334, Betreuer: BG), Handout

21.05.2013: Erzeugende Funktionen und Anwendungen, insbesondere Galton-Watson-Prozesse (533433, Betreuer: BG)

28.05.2013: Tests für Parameter der Normalverteilung (539563, Betreuer: TD)

11.06.2013: Statistische Testverfahren: Allgemeine Prinzipien (523519, Betreuer: TD)

18.06.2013: Überlebenszeitanalysen (Niklas Feutlinske, Betreuer: TD)

25.06.2013: Chi-Quadrat-Tests auf Anpassung und Unabhängigkeit (Mahmut Öztürk, Betreuer: BG), Handout - Graduate Student Seminar

Fridays, 1pm - 3pm, RUD25, 3.007

- Lecture on multiple testing theory (Mondays 9am - 11am, RUD26, 0'311)

German description see here.

The manuscript for this course (in German) can be found here.

Exercises for the whole course (in German) can be found here. - Lecture on Statistical Methods (jointly with Prof. Vladimir Spokoiny)

Block lecture: Tuesdays 1pm - 3pm, RUD25, 1.115 and 3pm - 5pm, RUD25, 3.006.

Tutorials: Mondays, 3pm - 5pm, RUD26, 0'311.

The first manuscript for this course (in German, Dickhaus) can be found here.

R-code for the lecture on October 29th: R-Tutorial.R

Slides for Chapter 2 (descriptive statistics, in German) can be found here.

Files for Example 3.3: R code, Input dataset: mietspiegel.txt

R-Code for Example 3.52

R-Code for Example 3.59

Exercise Sheet 1

Exercise Sheet 2

Exercise Sheet 3

Exercise Sheet 4

Exercise Sheet 5

Exercise Sheet 6

Exercise Sheet 7, Input dataset: MONICA-Alkohol.txt

Exercise Sheet 8, Publication: Keuls (1952)

Exercise Sheet 9

Exercise Sheet 10

Additional exercises by Nikolay Baldin

Exercise Sheet 11

Exercises for lecture week 12: 4.7.1, 4.7.5, 4.7.7, 4.7.10 (from the Spokoiny/Dickhaus manuscript)

Exercises for lecture week 13: 5.2.1, 5.2.2, 5.3.1, 5.3.2 (from the Spokoiny/Dickhaus manuscript)

Exercises for lecture week 14: 5.3.3, 5.3.8, 5.4.3, 5.5.1 (from the Spokoiny/Dickhaus manuscript)

Exercises for lecture week 15

- Seminar on simultaneous statistical inference, Mondays, 9am - 11am, RUD25, Room 3.008.

German description see here.

You can find information about possible topics here.

**28.04.2014:**Talk by Thorsten Dickhaus on "Simultaneous Statistical Inference" (Slides)

**05.05.2014:**Talk by Jens Stange on dependency concepts (German slides)

**12.05.2014:**Talk by Thorsten Dickhaus on "Bayesian FDR" (Manuscript)

**19.05.2014:**Talk by Magdalena Schwarz on "Introduction to classification theory"

**26.05.2014:**Talk by Jirka Lewandowski on "Binary classification"

**02.06.2014:**Talk by Giordana Tornow on "Introduction to model selection"

**16.06.2014:**Talk by Oliver Skerra on "Consistent model selection with multiple test procedures"

**30.06.2014:**Talk by Thomas Mühlenhoff on "Multiple testing and information criteria"

**14.07.2014:**Circulation of drafts / feedback session

- Lecture on the theory of nonparametric tests, Mondays, 9am - 11am, RUD25, Room 1.013

German description see here.
The manuscript for this course

- Lecture on Stochastics, Stud.IP No. 03-140.
- Seminar “Empirical Processes and Goodness-of-Fit Tests”, Stud.IP No. 03-441.
- Practical Course “Introduction to the statistics software R”, Stud.IP No. 03-495-Rp.

- Lecture on advanced topics in stochastics (Stochastics II), Stud.IP No. 03-241.
- Lecture on mathematical statistics (Statistics I), Stud.IP No. 03-242a.

- Lecture on Stochastics, Stud.IP No. 03-140.

The manuscript for this course**(Version: 30.06.2016, in German)**can be found here. - Lecture on linear models (Statistics II), Stud.IP No. 03-243.
- Seminar on Bayesian Statistics (jointly with Dr. Rostyslav Bodnar), Stud.IP No. 03-443.

- Lecture on Theory of nonparametric tests (Statistics III), Stud.IP No. 03-242c.
- Lecture on Operations Research, Stud.IP No. 03-244-1.

The manuscript for this course**(Version: 25.03.2017, in German)**can be found here.

- Lecture on Stochastics II (Martingale and copula theory), Stud.IP No. 03-240-S2.

The manuscript for this course**(Version: 06.07.2017, in German)**can be found here. - Seminar on Robust Statistics, Stud.IP No. 03-444.

- Lecture on mathematical statistics (Statistics I), Stud.IP No. 03-241.
- Lecture on Statistical Learning Theory, Stud.IP No. 03-244.

The manuscript for this course**(Version: 24.01.2018, in German)**can be found here. - Reading Course Stochastics/Statistics (jointly with Prof. Dr. Werner Brannath), Stud.IP No. 03-604.

- Lecture on linear models (Statistics II), Stud.IP No. 03-242.

The manuscript for this course**(Version: 14.02.2018, in German)**can be found here. - Proseminar on stochastic modeling, Stud.IP No. 03-159.
- Reading Course Stochastics/Statistics (jointly with Prof. Dr. Werner Brannath), Stud.IP No. 03-604.

Latest Modification: 14.02.2018, Thorsten Dickhaus |