Course: Statistics 2

Course type: compulsory
Lecturer: Assoc Prof Mihael Perman, Assoc Prof Jaka Smrekar

Study programme and level Study field Academic year Semester
Applied statistics, second level Mathematical Statistics 1st 2nd

For the timeline see Curriculum.


  • Enrolment into the first year of the programme is required to participate in the course.
  • Prerequisits to the written exam are the successfully completed homeworks.

Content (Syllabus outline):

  • Linear methods for data analysis:  Linear regression, multiple and partial correlation coefficients), canonical correlation analysis, least square estimators, Gauss-Markov theorem, canonical reduction of the linear model, hypothesis testing, prediction, generalizations of linear regression.
  • Analysis of variance: One factor classification, two-factor classification, test of significance.
  • Parameter estimation: consistency, completeness, unbiased estimators, efficient estimators, best linear estimator, Rao-Cramer boundary, maximum likelihood method, minimax method, asymptotical properties of estimators.
  • Testing of hypotheses: Fundamentals (probablistic and nonprobalistic hypotheses, types of errors, best tests). Neyman-Pearson lemma, uniformly most powerfull tests, test in general parametric models, Wilks theorem, non-parametric tests.
  • Confidence intervals:  Constructions, pivots, properties of confidence regions, asymptotic properties, the bootstrap.
  • Multivariate analysis:  Principal component analysis,  factor analysis, discriminant analysis, classification mathods.
  • Basic Bayesian statistics:  Bayes formula, data, likelihood, apriori and aposteriory distributions, conjugate distributions pairs,  Bayesian parameter estimation, Bayesian hyposthesis testing.

Objectives and competences:

Theoretical basis for the statistical modeling will be presented. Deeper mathematical methods are needed for well grounded statistical applications. Fundamentals of Bayesian analysis will be presented.

Intended learning outcomes:

Understanding of statistical applications, interplay between statistical  reasoning and models.



Main contact:
e-mail: info.stat (at)

Contact for administrative questions (enrolment, technical questions):
Barbara Baraga
University of Ljubljana, Faculty of electrical engineering, Tržaška cesta 25, 1000 Ljubljana.
room num.: AN012C-ŠTU
phone: 01 4768 460
e-mail: barbara.baraga (at)


Facebook stran 

The World of Statistics