29596 - PROBABILITY AND STATISTICS

Anno Accademico 2025/2026

  • Docente: Enzo D'Innocenzo
  • Crediti formativi: 3
  • SSD: SECS-S/01
  • Lingua di insegnamento: Inglese
  • Modalità didattica: Convenzionale - Lezioni in presenza
  • Campus: Bologna
  • Corso: Laurea Magistrale in Economics and econometrics (cod. 6757)

Contenuti

1 - Probability and Distribution Theory: Probability foundations: sets, counting & axioms, Conditional probability, Bayes’ rule & independence, Random variables, distribution functions and expectation, Catalogue of standard discrete / continuous distributions, Joint distributions and densities, Independence and dependence of random variables, Conditional distributions and moments, Random vectors

2 - Statistical Inference: Random samples, Sample statistics, Sampling distributions, Modes of convergence of random variables, Law of Large Numbers, Central Limit Theorems

3 - Point and Interval Estimation Theory: Estimators and their finite‑sample properties, Method of Moments, Likelihood and Maximum‑Likelihood Estimation, Interval estimators and confidence regions

4 - Hypothesis Testing: Statistical tests and their operating characteristics, Neyman–Pearson framework, Likelihood‑ratio, Wald and Score tests

Testi/Bibliografia

Casella, G. and Berger, R.L. (2002) Statistical Inference. 2nd Edition, Duxbury Press, Pacific Grove.

Abadir, K. M., Heijmans, R. D. H., & Magnus, J. R. (2018). Statistics. Cambridge: Cambridge University Press.

 

Metodi didattici

Traditional lectures

Strumenti a supporto della didattica

A dedicated Virtuale page will provide access to the selected course materials.

Orario di ricevimento

Consulta il sito web di Enzo D'Innocenzo