20356 - PRECORSO DI STATISTICA / STATISTICS - PREPARATORY COURSE
Dipartimento di Scienze delle Decisioni / Department of Decision Sciences
Per la lingua del corso verificare le informazioni sulle classi/
For the instruction language of the course see class group/s below
Vai alle classi / Go to class group/s: 2
Docente responsabile dell'insegnamento / Course Director:
PIERO VERONESE
PIERO VERONESE
Class group/s taught in English
Mission & Content Summary
MISSION
The course is meant to provide students with the elements of probability theory and statistics whose knowledge is required for the mandatory Advanced Statistics course of the Economic and Social Sciences MS program. We assume knowledge of the content of a basic undergraduate Statistics course such as, for example, Bocconi’s Statistics 30001 course.
CONTENT SUMMARY
- Common distributions (Poisson, Inverse binomial, Geometric, Gamma, Beta) and calculation of their moments.
- Transformations of discrete and continuous random variables.
- Random vectors: joint, marginal, and conditional distributions. Bivariate transformations.
- Convergence in probability and in distributions of sequences of random variables.
- Sampling from normal populations: sampling distribution of the sample mean and variance (Student’s t distribution and Chi-squared distribution).
Teaching methods
- Face-to-face lectures
DETAILS
Assessment methods
| Continuous assessment | Partial exams | General exam | |
|---|---|---|---|
|
x |
Teaching materials
ATTENDING AND NOT ATTENDING STUDENTS
- N. MUKHOPADHYAY, Probability and Statistical Inference, M. Dekker, 2000 OR
- A.M. MOOD, F.A. GRAYBILL, D.C. BOES, Introduction to the theory of statistics, McGraw Hill, 1974.
Last change 26/07/2020 12:52