Sumários
Simulation
14 Dezembro 2011, 11:00 • João Andrade e Silva
An introduction to simulation
How to generate random samples from a population with a known distribution
How many replicas should be used?
How to use simulation
Examples
This session took place on Monday 12/12/2011 from 8h30 to 9h30 and from 11h00 to 13h00
Model selection
9 Dezembro 2011, 09:30 • João Andrade e Silva
Testing procedure
- chi-square goodness of fit test
- Likelihood ratio test
Selecting a model
Simulation
- introduction
- random variables generation
Model selection
5 Dezembro 2011, 08:00 • João Andrade e Silva
Testing procedures
- Kolmogorov-smirnov test (conclusion)
- Anderson Darling test
- chi-square goodness of fit test (to be concluded)
Model selection 1
2 Dezembro 2011, 09:30 • João Andrade e Silva
Introduction
Graphical representations
Testing procedures
Introduction
Kolmogorov-Smirnov test (to be continued)
Bayesian inference
28 Novembro 2011, 08:00 • João Andrade e Silva
Predictive distribution
Bayesian point estimation
HPD credibility Set
Examples