- Docente: Edoardo Redivo
- Credits: 3
- SSD: SECS-S/01
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Economics and Econometrics (cod. 5977)
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from Sep 02, 2024 to Sep 20, 2024
Course contents
Probability concepts:
Review of the axiomatic approach to probability Total Probability Law and Bayes Theorem
Discrete and continuous random variables and properties of some common families of probability distributions
Joint and marginal distributions, conditional distributions and independence, expected values, covariance and correlation
Statistical inference
Random sampling and sampling distributions. The likelihood function.
Estimation theory
Point estimation: finite estimator properties. Interval estimation. Moments and maximum likelihood estimation method. Asymptotic properties of the maximum likelihood estimators.
Hypothesis tests
Statistical tests about the mean, a proportion, the variance of a population. Approximate test on a probability. Test on the difference between two means. Test on the difference between two proportions. Test on the difference between two variances. The concept of p-value. Chi square test.
Readings/Bibliography
Larsen, R. J. & Marx, M. L. (2018). An Introduction to Mathematical Statistics and Its Applications. Pearson.
Casella, G. & Berger, R.L. (2024). Statistical Inference. Chapman & Hall.
Grimmett, G. & Welsh, D. (2014). Probability. An Introduction. Oxford University Press.
Teaching methods
Classroom lectures.
Assessment methods
Written multiple-choice assessment.
Teaching tools
Teacher's notes available on Virtuale.
Office hours
See the website of Edoardo Redivo