CODE 52508 ACADEMIC YEAR 2016/2017 CREDITS 6 cfu anno 2 STATISTICA MATEM. E TRATTAM. INFORMATICO DEI DATI 8766 (L-35) - SCIENTIFIC DISCIPLINARY SECTOR SECS-S/01 LANGUAGE Italiano TEACHING LOCATION SEMESTER 2° Semester TEACHING MATERIALS AULAWEB OVERVIEW Three important areas in Statistics are introduced: sampling theory, time series and official statistics. The first part deals with theoretical and practical elements of the design, analysis and inference of survey data obtained by probabilistic sampling. The second part develops the main aspects of the theory and practice of the analysis of time series in the time-domain and hints to the analysis in the frequency domain. The third part introduces and motivates by examples the principle and structure of official Statistics in Italy. AIMS AND CONTENT LEARNING OUTCOMES To introduce some statistical techniques and their specific applications. LEARNING OUTCOMES (FURTHER INFO) At the end of the course students will be able to judge the validity of a sample survey plan and analyze simple sample survey also by aid of software evaluate mathematical properties of a probabilistic sample develop further knowledge about the theory and practice of statistical sampling present a report with the analysis of a sample and a critique of its design At the end of the course students will be able to perform the analysis of simple time series in the time domain also with software be able to develop further theoretical and computational knowledge for statistical analysis of time series be able to present a simple report about the statistical analysis of a time series possess the essential mathematical and statistical knowledge related to time series At the end of the course students will be able to obtain official data on the Italian population from the web have developed an understanding of the guiding principle of official statistics and of the European code of Statistics. TEACHING METHODS Combination of traditionals lectures and lab sessions with the software R. SYLLABUS/CONTENT Statistical sampling from a finite population. Simple random sampling with and without replacement. Stratified sampling. Proportional allocation and optimal allocation. Statistical estimators of means and their variances Time series: exploratory analysis. The notions of stationarity and ergodicity. Strong and weak stationary processes. Autocovariance function and partial autocovariance function. SARIMA models. Official Statistics: Public statistics, data sources, the official data, the SISTAN system, main Italian regulations on official statistics, code of practice. RECOMMENDED READING/BIBLIOGRAPHY Campionamento 1. Vic Barnett Sample Survey, Principle and methods, Third Edition, John Wiley & Sons, Ltd, 2002. 2. William Cochran, Sampling Techniques, John Wiley & Sons, 1977. 3. Sharon L. Lohr, Sampling: Design and Analysis. Second Edition, Brooks/Cole, 2010. 4. Dispense di Daniela Cocchi (in rete). 5. Formulario ed alcuni esercizi su aulaweb (al sito del corso, in file) oppure http://www.dima.unige.it/ rogantin/StatInd/index.htm 6. Giuseppe Cicchitelli, Amato Herzel, Giorgio Eduardo Montanari, Il campionamento statistico, Il Mulino, 1997. Fisica 519.24 CIC 30. 7. Luigi Fabbris, Lindagine campionaria: metodi, disegni e tecniche di campionamento, Carocci, 1989. Economia 519.52/002 MA-ST, Scienze della formazione VI/a.779, e in altre biblioteche di unige. Serie storiche 1. C. Chatfield (1980). The analysis of Time Series: an introduction, Chapman and Hall. 2. D. Piccolo C. Vitale (1981) Metodi statistici per l'analisi economica, Il Mulino Dispense/Handouts TEACHERS AND EXAM BOARD EVA RICCOMAGNO Ricevimento: By appointment arranged by email with Luca Oneto luca.oneto@unige.it and Fabrizio Malfanti <fabrizio.malfanti@intelligrate.it> For organizational issues contact by email Eva Riccomagno <riccomagno@dima.unige.it> Exam Board EVA RICCOMAGNO (President) MARIA PIERA ROGANTIN (President) IVANO GIANLUIGI REPETTO LESSONS LESSONS START 19 febbraio/February 2018 Class schedule APPLIED STATISTICS 1 EXAMS EXAM DESCRIPTION Written exam with multiple choice and open questions. Two group projects on topics agreed with the teachers. Discussion of the reports and written test. ASSESSMENT METHODS Main points of evaluation are the level of acquisition of learning objectives and the ability to communicate in a written report the data analyzes carried out during the course. Exam schedule Data appello Orario Luogo Degree type Note 31/05/2017 09:00 GENOVA Scritto 28/06/2017 09:00 GENOVA Scritto 12/07/2017 09:00 GENOVA Scritto 19/09/2017 09:00 GENOVA Scritto FURTHER INFORMATION Prerequisites: Statistical Inference in parallel. Teaching material is available on aulaweb.
