- Docente: Cinzia Franceschini
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Economics (cod. 8408)
Learning outcomes
The aim of the course is to refresh the pre-requisite knowledge for the STATISTICS course, usually acquired by the student in his/her first cycle degree. At the end of the course the student has a working knowledge of: -probability, conditional probability, probability distributions, sampling distributions, estimation methods (moments, likelihood) and large sample theory.
Course contents
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PROBABILITY
Basic probability theory , conditional probability and independence, random variables, cumulative distribution functions, density and mass functions.
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COMMON FAMILIES DISTRIBUTIONS
Bernoulli distribution, Binomial distribution, Poisson distribution, Geometric distribution, Normal distribution, Chi-Square distribution , Student’s t-distribution, F-distribution, Exponential distribution, Beta distribution, Gamma distribution, log-Normal distribution, Pareto distribution
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PROPERTIES OF RANDOM SAMPLES
Basic concepts of random sampling, sampling distributions, convergence concepts, Central Limit theorem
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HYPOTHESIS TESTING
Introduction to hypothesis testing. Definition of size and power of a test.
Statistical tests about a mean, a proportion, a variance of a population. Test on the difference between two means. Test on the difference between two proportions. The concept of p-value.
Readings/Bibliography
Casella, G. and Berger, R.L. (2002). Statistical Inference, Wadsworth.
Teaching methods
Frontal Lectures
Assessment methods
No final test, this is a crash course.
Teaching tools
Blackboard, slides.
Office hours
See the website of Cinzia Franceschini