Sumários
Interval estimation
27 Fevereiro 2014, 14:30 • NICOLETTA ROSATI
Normal case: confidence interval for the mean, with unknown variance. Interval for the difference of means, cases of known and unknonw equal variances. Examples.
Large samples: intervals for mean and means difference for general, Bernoulli and Poisson distributions. Examples.
Discussion of exercises no. 3, 4, 5 and 8 of the exercises sheet on interval estimation.
Interval estimation
25 Fevereiro 2014, 12:00 • NICOLETTA ROSATI
Random interval and confidence interval (cont.). Pivotal quantity. The pivotal method. Examples.
Normal case: confidence interval for the mean, with known variance. Discussion of exercises no. 1 and 2 of the exercises sheet on interval estimation.
Point estimation
21 Fevereiro 2014, 12:30 • NICOLETTA ROSATI
Exercise no. 10 from exercise sheet on point estimation.
Introduction to interval estimation. Random interval, confidence interval and confidence level.
Point estimation
20 Fevereiro 2014, 14:30 • NICOLETTA ROSATI
Properties of the estimators by the method of moments and by the maximum likelihood method.
Exercises n. 4, 7, 8 and 9 from the exercise sheet.
Point estimation
18 Fevereiro 2014, 12:30 • NICOLETTA ROSATI
Properties of estimators: unbiasedness, efficiency. Rao-Cramér lower-bound. Mean squared error. Consistency. Examples. Exercises 5 and 6 from the exercise sheet.