The Department conducts research in the field of mathematical statistics, including the mathematical foundations of statistical inference with their practical aspects, survey sampling, Bayesian analysis, actuarial statistics.
- STAFF
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dr hab. Marek Męczarski, prof. SGH
dr hab. Agata Boratyńska, prof. SGH
dr Dorota Juszczak
dr hab. Barbara Kowalczyk, prof. SGH - Head
- RESERARCH
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The survey sampling methods - the research concerns the construction of optimal estimators of the examined feature and the examination of the quality of known estimators in the situation of defective or missing data in various senses and for various reasons. These are:
- problems of answering sensitive questions,
- repeatable tests over time,
- the problem of data imputation with application to surveys of the economic situation.
Bayesian methods of mathematical statistics - research in the field of recognizing and reducing the difficulties associated with the determination and uncertainty of prior distributions, actuarial applications of these considerations and the development of numerical simulation procedures designed to facilitate the practical tasks of Bayesian statistics and statistics of stochastic processes. These are in particular:
- testing the variability of the results of statistical procedures with changes in prior distributions, also using a non-parametric approach,
- applying the concept of Bayesian robustness in insurance risk theory and actuarial statistics,
- application of Bayesian statistics for risk assessment,
- problems of statistical calculations.
- TEACHING OFFER
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Dr hab. Agata Boratyńska, Prof. SGH
Mathematics,
Theory of Probability,
Actuarial Statistics and Risk Theory,
Mathematical Statistics IDorota Juszczak, PhD
Mathematics,
Statistical Methods in Management,
Theory of Probability,
Probability Theory and Stochastic Processes,
Mathematical Statistics I,
Mathematical StatisticsDr hab. Barbara Kowalczyk, Prof. SGH
Mathematics,
Statistical Methods In Management,
Mathematical Statistics I,
Mathematical StatisticsDr Hab. Marek Męczarski, Prof. SGH
Bayesian Econometrics,
Mathematical Statistics I,
Actuarial Statistics and Risk Theory,
Mathematical Statistics
Bayesian Methods