- Docente: Silvia Cagnone
- Crediti formativi: 6
- SSD: SECS-S/01
- Lingua di insegnamento: Inglese
- Modalità didattica: Convenzionale - Lezioni in presenza
- Campus: Bologna
- Corso: Laurea Magistrale in Economics (cod. 8408)
Conoscenze e abilità da conseguire
At the end of the course the student has acquired knowledge of the mains tools of statistical inference, with particular reference to the concept of likelihood. In particular, he/she is able to: - apply the proper methodologies for estimation and hypothesis testing; - deal with joint, conditional and marginal distributions.
Contenuti
Probability concepts: joint and marginal distributions, conditional
distributions and independence, expected values, covariance and
correlation
Statistical inference. The likelihood
function.
Estimation theory. The point and interval estimation. Properties of
estimators. Moments and maximum likelihood estimation method. Asymptotic
properties of the maximum likelihood estimators.
The likelihood ratio test. Elements of Bayesian inference.
Testi/Bibliografia
Larsen R.J. and Marx M.L. (2012) "An introduction to mathematical statistics and its applications", Prentice Hall.
Casella, G. and Berger, R.L. (2002). Statistical Inference, Wadsworth.
Teacher's notes.
Metodi didattici
Classroom lessons.
Modalità di verifica e valutazione dell'apprendimento
Written 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 probability and statistical
inference problems. During the exam the use of textbooks, notes and
computers tools are not allowed.
Strumenti a supporto della didattica
Teacher's notes available at the web-site
http://www2.stat.unibo.it/cagnone.
Orario di ricevimento
Consulta il sito web di Silvia Cagnone