- Docente: Edoardo Redivo
- 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. 5977)
-
dal 02/09/2024 al 20/09/2024
Contenuti
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.
Testi/Bibliografia
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.
Metodi didattici
Classroom lectures.
Modalità di verifica e valutazione dell'apprendimento
Written multiple-choice assessment.
Strumenti a supporto della didattica
Teacher's notes available on Virtuale.
Orario di ricevimento
Consulta il sito web di Edoardo Redivo