00914 - Statistics

Learning outcomes

The aim of the course is to illustrate basic concepts and techniques of statistics.

Special emphasis will be given to  practical applications in economics and social sciences. Student will be requested to be able to apply simple statistical techniques and to interpret reports that use statistics and probability.

Course contents

Summarizing data

1.      Types of data (measurement and categorical variables); frequency distributions.

2.      Mean, median, and mode; range, variance, and standard deviation.

3.      Box plots.

4.     Hetherogeneity measures.

5.      Index numbers. Laspeyres and Paasche price indexes. Statistical ratios.

6.      Bivariate distributions. Dependence concepts and measures.

 

Elements of probability

7.      Basic concepts and definitions. Random variables and the associted probability distributions. Examples of probability models: Bernoulli, binomial and Gaussian distributions. Independence. The central limit theorem.

 

Statistical inference

8.      Introductory remarks; samples and populations; random sample.

9.      Parameters and parameter estimates. Desirable properties of estimators. The estimation of the mean and the variance. The estimation of a proportion. Maximum likelihood estimators. Confidence intervals.

10.      General theory of testing statistical hypotheses. Hypothesis testing on mean and proportions.

 

Linear regression

11.  The simple linear regression model.

12. Inference on regression coefficients.

13. Goodness-of-fit.

14. Regression diagnostics; analysis of the residuals.

Readings/Bibliography

S. Borra, A. Di Ciaccio. Statistica – metodologie per le scienze economiche e sociali, terza edizione, McGraw-Hill, Milano, 2014.

(Chapt. 1, Chapt. 2, Chapt. 3, Chapt. 4: paragraphs 1 - 3, 5, 6, 8, Chapt. 5, Chapt. 6: paragraphs 1 - 5, 6, 8, 9, Chapt. 8: paragraphs 1 – 6, 8, Chapt. 9: paragraphs 1 – 6, 7.2, 7.3, 8.2, 8.4, 10, Chapt. 10: paragraphs 1, 2, 4 – 6, Chapt. 11: paragraphs 1 – 9, Chapt. 12: paragraphs 1 – 5, Chapt. 13: paragraphs 1 – 6, Chapt. 14: paragraphs 1 – 3 (2.4 excluded), Chapt. 16, Chapt. 17: paragraphs 1, 2 , 5.)

Teaching methods

Theoretical concepts as well as statistical techniques are explained and illustrated by examples.

Assessment methods

Students are required to solve some exercises, to comment the results, and to describe the main properties of the statistical techniques they have used.   

Teaching tools

Teaching material available on     
http://www2.stat.unibo.it/capitanio/corsi/didattica.htm

Links to further information

http://www2.stat.unibo.it/capitanio/corsi/didattica.htm

Office hours

See the website of Antonella Capitanio