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Course 2019-2020 a.y.

20356 - PRECORSO DI STATISTICA / STATISTICS - PREPARATORY COURSE

Department of Decision Sciences

For the instruction language of the course see class group/s below

Go to class group/s: 2

CYBER (I sem. - P)
Course Director:
PIERO VERONESE

Classes: 2 (I sem.)
Instructors:
Class 2: MARCO UGO BOELLA

Class group/s taught in English

Class-group lessons delivered  on campus

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 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 05/06/2019 09:15