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28174 - INFERENCE

Anno Accademico 2019/2020

                
                        Docente:
                        Silvia Cagnone
                    
                        Crediti formativi:
                        6
                    
                        SSD:
                        SECS-S/01
                    
                        Lingua di insegnamento:
                        Inglese
                    
                        Modalità didattica:
                        Convenzionale - Lezioni in presenza
                        
                            Campus:
                            Bologna
                        
                            Corso:
                            Laurea in
                            Scienze statistiche (cod. 8873)

                            Risorse didattiche su Virtuale

Conoscenze e abilità da conseguire

By the end of the course the student should know the basic theory of likelihood based statistical inference. In particular the student should be able: - to derive the maximum likelihood estimators and their properties - to derive likelihood-based interval estimates - to test statistical hypotheses according to Neyman and Pearsons approach - to build statistical tests using the GLR criterion.

Contenuti

Introduction to the statistical inference. The Likelihood function. Sufficient statistics.

Estimation theory.

Moments and maximum likelihood estimation method. Point estimation: finite and asymptotic properties of estimators. Interval estimation: the pivotal quantity method and asymptotical confidence intervals.

Hypothesis testing.

Neyman-Pearson theory. Null hypothesis and alternative hypothesis; Type I and Type II errors; power of a test. Rejection Region. Simple hypothesis and composite hypothesis. Simple null and alternative hypothesis: Neyman-Pearson's lemma. Generalized Likelihood Ratio Test.

Testi/Bibliografia

Larsen R.J. and Marx M.L. "An introduction to mathematical statistics and its applications", Prentice Hall, 2012.

Azzalini A. "Statistical infernece based on the likelihood", Chapman & Hall/CRC, 2002.

Trosset (2008). An Introduction to Statistical Inference and Its Applications with R, Chapman & Hall/CRC.

Metodi didattici

Lectures and tutorials

Modalità di verifica e valutazione dell'apprendimento

The exam consists of a mandatory written exam and an optional oral exam. The exam paper consists of questions concerning the theoretical parts of the course and exercises aiming at evaluating if the students are able to solve statistical inference problems. During the exam the use of textbooks, notes and computers tools are not allowed.

Strumenti a supporto della didattica

Slides available at https://iol.unibo.it

Orario di ricevimento

Consulta il sito web di Silvia Cagnone