Sumários

18 Outubro 2016, 13:00 • Wilson Araújo

Large samples: intervals for mean and means difference for general, Bernoulli and Poisson distributions. Examples.

Discussion of exercises no. 5 and 6 of the exercise sheet on interval estimation.

14 Outubro 2016, 09:00 • Wilson Araújo

Exercises 1, 2, 3 and 4 of the exercises sheet on Interval Estimation.

Normal case: confidence interval for the difference of means, case of known variances.

Normal case: confidence interval for the difference of means, case of unknown equal variances.

13 Outubro 2016, 10:00 • Wilson Araújo

Introduction to interval estimation.

Random interval, confidence interval and confidence level.

Pivotal quantity. The pivotal method.

Normal case: confidence interval for the mean, with known and unknown variance. Examples.

11 Outubro 2016, 13:00 • Wilson Araújo

Solution of exercises n. 2, 4, 6 b), 7, 8 and 9 from the exercise sheet on point estimation.

7 Outubro 2016, 09:00 • Wilson Araújo

Absolute efficiency: Fréchet-Cramér-Rao lower-bound.

Mean squared error.

Consistency. Properties of the estimators by the method of moments and by the maximum likelihood method.

End of point estimation.

Exercises 4, 5 and 6 a) from the exercise sheet (Point Estimation).