Exponential family.

8 Março 2017, 08:00 • NICOLETTA ROSATI

Exponential family of distributions: introduction. Natural and scale parameters. Mean and variance. Variance function. Examples: Poisson, Normal, Binomial and Gamma distributions.

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Normal Linear model.

3 Março 2017, 08:00 • NICOLETTA ROSATI

Review of Normal Linear Model: hypotheses, estimation and inference.

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Introduction. Revision.

24 Fevereiro 2017, 08:00 • NICOLETTA ROSATI

Survey of students' background. Programme, bibliography, software. Exam structure and available material. General introduction about the GLM.
Revision: Data generating process, random sample. Likelihood function. Point and interval estimation. Maximum likelihood estimation (MLE). Properties of estimators. Examples.

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