Interval estimation

6 Março 2015, 13:30 • NICOLETTA ROSATI

Normal case: confidence interval for the difference of means, cases of known and unknown equal variances.
Large samples: intervals for mean and means difference for general, Bernoulli and Poisson distributions.
Examples. Discussion of exercises no. 5, 6 and 11 of the exercises sheet on interval estimation.

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Interval estimation

5 Março 2015, 15:30 • NICOLETTA ROSATI

Normal case: confidence interval for the mean, with known and unknown variance. Discussion of exercises no. 1, 2, 3 and 4 of the exercises sheet on interval estimation.

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Point estimation. Interval estimation.

3 Março 2015, 13:30 • NICOLETTA ROSATI

Discussion of exercise no. 10 (cont.). End of point estimation.
Introduction to interval estimation. Random interval, confidence interval and confidence level. Pivotal quantity. The pivotal method. Examples.

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Point estimation

27 Fevereiro 2015, 13:30 • NICOLETTA ROSATI

Solution of exercises n. 4, 7, 8 and 9 from the exercise sheet. Discussion of exercise no. 10 (beginning)

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Point estimation

26 Fevereiro 2015, 15:30 • NICOLETTA ROSATI

Rao-Cramér lower-bound (cont.). Mean squared error. Consistency. Properties of the estimators by the method of moments and by the maximum likelihood method.

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