Marcella NIGLIO | STATISTICAL INFERENCE
Marcella NIGLIO STATISTICAL INFERENCE
cod. 0222400011
STATISTICAL INFERENCE
| 0222400011 | |
| DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE | |
| EQF7 | |
| STATISTICAL SCIENCES FOR FINANCE | |
| 2020/2021 |
| OBBLIGATORIO | |
| YEAR OF COURSE 1 | |
| YEAR OF DIDACTIC SYSTEM 2014 | |
| PRIMO SEMESTRE |
| SSD | CFU | HOURS | ACTIVITY | |
|---|---|---|---|---|
| SECS-S/01 | 10 | 60 | LESSONS |
| 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. 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 | |
|---|---|
| THE FINAL EXAM IS CHARACTERIZED BY TWO PARTS: THE WRITTEN AND THE ORAL EXAMINATION. THE FIRST PART INCLUDES THEORETICAL QUESTIONS, EXERCISES ON THE TWO MODULES OF THE COURSE AND A QUESTION THAT REQUIRE THE USE OF THE R-SOFTWARE. THE ORAL PART (ABOUT 20 MIN) IS BASED ON AN INTERVIEW. THE ORAL INTERVIEW CAN BE TAKEN IF THE STUDENT HAS PASSED THE WRITTEN EXAM WITH A MINIMUM SCORE OF 18. THE FINAL SCORE IS THE MEAN OF THE SCORES OBTAINED AT THE FIRST AND SECOND PART OF THE EXAM. |
| 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: DOCENTI.UNISA.IT/MARCELLA.NIGLIO |
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