Università di Pavia - Offerta formativa
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STATISTICS MATHEMATICAL NOTIONS
Stampa
Enrollment year
2013/2014
Academic year
2015/2016
Regulations
DM270
Academic discipline
MAT/06 (PROBABILITY AND MATHEMATICAL STATISTICS)
Department
DEPARTMENT OF MATHEMATICS "FELICE CASORATI"
Course
MATHEMATICS
Curriculum
PERCORSO COMUNE
Year of study
3°
Period
1st semester (01/10/2015 - 15/01/2016)
ECTS
6
Lesson hours
56 lesson hours
Language
ITALIAN
Activity type
ORAL TEST
Teacher
BASSETTI FEDERICO (titolare) - 6 ECTS
Prerequisites
Probability, linear algebra, calculus
Learning outcomes
Introduction to mathematical statistics, bayesian and frequentistic.
Course contents
An overview of basic concepts and tools of mathematical statistics

Extended summary

-Basic examples (gaussian samples, binomial models)
-Maximum likelihood estimators
-Sufficient statistics, complete statistics, factorization theorem
-unbiased estimators. UMVUE.
-exponential families
-basic asymptotic theory
-confidence interval
-testing statistical hypothesis
-Neyman-Pearson tests
-goodness of fit test
-linear regression, anova
-basic bayesian statistics (prior, posterior, predictive distributions)
-decision theory
-exponential families for bayesian inference
-conjugate priors
-linear model (BLUE, Gauss-Markov theorem, gaussian linear model, MLE, test)
Teaching methods
Lectures
Reccomended or required readings
-Bickel, P.J. and Doksum, K. A. Mathematical statistics, Holden-Day Inc.
Assessment methods
written and oral examinations
Further information
written and oral examinations
Sustainable development goals - Agenda 2030

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