02038 - Applied Statistics

Academic Year 2012/2013

  • Docente: Simone Giannerini
  • Credits: 8
  • SSD: SECS-S/02
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Rimini
  • Corso: First cycle degree programme (L) in Business Economics (cod. 0909)

    Also valid for First cycle degree programme (L) in Business Economics (cod. 0909)

Learning outcomes

The course is aimed at describing the main statistical methods relevant in the contexts of market research and quantitative socio-economic analysis.

Course contents

Probability theory and Statistical Inference

Probability theory

1. Random variables and their characteristics.

Statistical inference

1. Parameter estimation: point estimation and confidence intervals;
2. Hypothesis testing theory;

Multivariate Statistics

1. Multiple regression model
-Introduction: least square estimators;
-Inference on the regression model;
-The problem of multicollinearity;
-Model selection and goodness of fit;
-Residual analysis;
-Diagnostics;
-Real world examples;

2. Cluster analysis
-Introduction;
-Dissimilarity and distance for qualitative and quantitative variables;
-Review of classification methods: hierarchical methods, partitional methods;
-Criteria for selecting the number of clusters;
-Real world examples;

Readings/Bibliography

Borra S., Di Ciaccio A., STATISTICA, Metodologie per le scienze economiche e sociali, McGraw-Hill, 2008, seconda edizione. http://www.ateneonline.it/borra2e/home.asp

Cap 9 § 9.1-9.6, 9.7.1,9.7.2, 9.8.2-9.8.5 (fino a pag. 247), 9.11;
Cap10 § 10.1,10.2,10.4-10.6;
Cap11 § 11.1-11.6, 11.8;
Cap12 § 12.1-12.4, 12.6;
Cap13 § 13.1-13.6, 13.9;
Cap14 § 14.1-14.2 (no 14.2.4), 14.4, 14.5 (no 14.5.3);
Cap16 tutto;
Cap17 tutto;
Cap19 ( http://www.ateneonline.it/borra2e/studenti/isbn6428-5_cap19.pdf), tutto;

Mignani S., Montanari A., Appunti di Analisi Statistica Multivariata, II edizione Esculapio, Bologna, 1997.

Cap 1 §1.1-1.5 (senza sviluppi formali e dimostrazioni)
Cap 2 §2.1-2.3 (senza sviluppi formali e dimostrazioni)
Cap 7 § 7.1-7.3;

Additional material
A. Montanari: Appunti sulla Regressione Multipla http://www2.stat.unibo.it/montanari/Didattica/dispensa2.pdf

Slides, exercises, past exams.
http://www2.stat.unibo.it/giannerini/didattica/Rimini/

Teaching methods

- Lectures
- Classes

Assessment methods

- Written examination

Office hours

See the website of Simone Giannerini