Lesson 8

6 Outubro 2016, 10:00 • Wilson Araújo

Likelihood function. Maximum likelihood estimation. Examples: Exponential, Bernoulli and Poisson distributions.

Invariance property of the Maximum Likelihood Estimator.

Properties of estimators: unbiasedness, relative efficiency.

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Lesson 7

4 Outubro 2016, 13:00 • Wilson Araújo

Exercise 27 on Sampling.

Introduction to point estimation. Method of moments estimator.

Exercises 1, and 3 from the exercise sheet.

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Lesson 6

30 Setembro 2016, 09:00 • Wilson Araújo

Exercises on Sampling: 18, 20, 23, 26, 32 and 34.

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Lesson 5

27 Setembro 2016, 13:00 • Wilson Araújo

Sampling from a Bernoulli population:

- sample proportion

- difference of sample proportions

Sampling form a Normal population:

- sample mean (known population variance);

- sample variance;

- sample mean (unknown population variance); Student-t distribution

- difference of sample means (known and unknown & equal population variances)

- ratio of sample variances; F-Snedcor distribution.

Examples.

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Lesson 4

26 Setembro 2016, 13:30 • Wilson Araújo

Exercises 2 d)-e), 6, 7 and 9.

Brief review of the Central Limit Theorem for the sum and mean of iid random variables.

Asymptotic sampling distributions. Example.

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