Il corso è un'introduzione ai più importanti argomenti della metodologia statistica ritenuti utili al completamento della formazione di un moderno laureato in economia, con particolare attenzione pertanto ai problemi della statistica applicata.
The course aims at providing a thorough account of classical statistical inference at an intermediate level. After an introduction to probability theory, the course will focus on point and interval estimation and on hypothesis testing. Particular attention will be given to likelihood based methods.
Classes will be held in English.
Modalità didattiche
Classes, computer sessions.
Presente su Aulaweb
Yes ☒
Introduction to probability theory.
Random variables.
Discrete random variables: Bernoulli, Binomial, Hypergeometric, Poisson, Geometric, Negative Binomial.
Continuous random variables: Uniform, Gaussian, Exponential, Gamma, Weibull.
Multivariate random variables.
Convergence theorems: Central Limit Theorem, Weak Law of Large Numbers.
Introduction to statistical inference: sampling, induction and sampling error.
Statistics and sampling distributions.
Likelihood.
Theory of point estimation.
Properties of estimators.
Estimation methods.
Maximum likelihood estimators.
Interval estimation.
Interval estimation of the mean and variance of the Normal distribution.
Exact intervals for the mean of Bernoulli and Poisson distributions.
Large sample approximations for Bernoulli and Poisson distributions.
Hypothesis testing: errors and power function.
Neyman-Pearson Lemma. Uniformly Most Powerful tests.
Maximum likelihood ratio tests.
Mean comparison in independent and paired samples.
One way ANOVA.
Chi squared test of independence.
The same textbook is available both in English and in Italian:
English version
Mood AM, Graybill FA and Boes DC, Introduction to the theory of statistics, 3rd edition (available on Aulaweb).
Italian version
Mood AM, Graybill FA and Boes DC, Introduzione alla statistica, Mc-Graw Hill.
Further readings:
Garthwaite OH, Jolliffe IT and Jones B, Statistical Inference, 2nd Edition, Oxford Science Publications.
Casella G and Berger RL, Statistical Inference. Duxbury
Additional course materials (both in Italian and in English) will be available on AulaWeb.
Ricevimento: http://www.economia.unige.it/index.php/il-dipartimento/personale/docenti-ad-economia/140-corrado-lagazio
CORRADO LAGAZIO (Presidente)
ENRICO DI BELLA
LUCA PERSICO
Sem: 2°
27 febbraio - 1 giugno 2017
STATISTICAL MODELS
Scritto
Modalità di accertamento
Esame ☐ scritto ☐ orale ☒ altro:
Final evaluation will be based on:
Homework: 20%
Written exam: 30%
Oral exam: 50%
Homework assignments are open also to students that do not attend the course and are not mandatory: students that do not do their homework will be evaluated only on the basis of the final exam with no penalties.
Students are free to take the exam in Italian.
Ripetizione dell’esame
The exam cannot be taken in two consecutive dates in the same session.
Risultati di apprendimento previsti
