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STATISTICAL INFERENCE

Marcella NIGLIO STATISTICAL INFERENCE

0222400011
DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE
STATISTICAL SCIENCES FOR FINANCE
2015/2016

OBBLIGATORIO
YEAR OF COURSE 1
YEAR OF DIDACTIC SYSTEM 2014
PRIMO SEMESTRE
CFUHOURSACTIVITY
1060LESSONS
MARCELLA NIGLIO T Curriculum
Objectives
KNOWLEDGE AND UNDERSTANDING

THE AIM OF THE COURSE IS:
- TO GENERALIZE SOME STATISTICAL TOOLS PRESENTED IN UNDERGRADUATE COURSES
- TO PRESENT THE MAIN MULTIVATIATE RANDOM VARIABLES
- TO PRESENT THE MAIN RESULTS OF THE STATISTICAL INFERENCE BASED ON THE LIKELIHOOD APPROACH

APPLYING KNOWLEDGE AND UNDERSTANDING

ALL TOOLS WILL BE PRESENTED GIVING EMPHASIS ON THEORETICAL RESULTS AND POSSIBLE EMPIRICAL APPLICATIONS.


MAKING JUDGEMENTS
SELECTION OF TOOLS TO FACE STATISTICAL PROBLEMS


COMMUNICATION SKILLS

ALL TOOLS WILL BE CRITICALLY PRESENTED TO ALLOW THEIR UNDERSTANDING AND TO FACILITATE THEIR APPLICATION IN EMPIRICAL CONTEX.


LEARNING SKILLS

THE EXAMINATION OF CASE STUDIES AND THE PRESENTATION OF A STATISTICAL SOFTWARE ALLOW STUDENTS TO BETTER EVALUATE THE POSSIBLE APPLICATIONS OF THE MULTIVARIATE STATISTICS.
Prerequisites
MATHEMATICS, STATISTICS
Contents
LINEAR ALGEBRA. MULTIVARIATE RANDOM VARIABLES: DEFINITION, MOMENTS AND MAIN PROPERTIES.
MULTINOMIAL RANDOM VARIABLE. MULTIVARIATE NORMAL. WISHART RANDOM VARIABLE.
STATISTICAL INFERENCE: POINT ESTIMATION, INTERVAL ESTIMATION, HYPOTESIS TESTING. STATISTICAL MODELS.

EMPIRICAL APPLICATIONS WITH R (HTTP://WWW.R-PROJECT.ORG)
Teaching Methods
LECTURES IN CLASSROOM AND IN COMPUTING ROOM
Verification of learning
FINAL EXAMINATION IN WRITTEN FORM AND FINAL DISCUSSION
Texts
MARDIA K.V., KENT J.T., BIBBY J.M., (1979) MULTIVARIATE ANALYSIS, ACADEMIC PRESS

OLIVE D., (2014) STATISTICAL THEORY AND INFERENCE, SPRINGER.
More Information
FOR MORE INFORMATION:
HTTP://WWW.UNISA.IT/DOCENTI/MARCELLANIGLIO/HOME
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