- 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)
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dal 02/09/2025 al 16/09/2025
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