Introduction to the bootstrap

13 Dezembro 2013, 08:00 • João Andrade e Silva

Introductory example

How does bootstrap works

Parametric and non-parametric bootstrap

Bootstrap foundations

Examples of bootstrap application (one sample and 2 samples problems)

---

Simulation

11 Dezembro 2013, 09:30 • João Andrade e Silva

Discussion of example 20.15

Introduction to the bootstrap

---

Simulation

6 Dezembro 2013, 08:00 • João Andrade e Silva

Introduction

How to generate random samples from a populalion with known distribution?

How many replicas should be used?

Examples (example 20.15 will be solved next wednesday)

---

Model Selection

4 Dezembro 2013, 09:30 • João Andrade e Silva

Chi square goodness of fit test(end)

Likelihood ratio test

---

Model Selection

29 Novembro 2013, 08:00 • João Andrade e Silva

Bayesian Inference

           Example (Bernoulli - beta) ; HPD intervals;

Model Selection

          Introduction

          Graphical techniques

          Kolmogorov-Smirnov test

          Anderson-Darling test

          Chi-Square test (to be continued)

 

---