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.

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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.

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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.

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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.

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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.

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