Sumários
4 Novembro 2025, 13:30
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Alexandra Bugalho de Moura
Maximum likelihood estimation. Examples.
Properties of estimators: bias, relative efficieny, mean squared error and consistency.
Examples.
31 Outubro 2025, 14:00
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Alexandra Bugalho de Moura
Point estimation.
Estimator and estimate.
Method of moments.
Method of maximum likelihood.
Examples.
28 Outubro 2025, 13:30
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Alexandra Bugalho de Moura
Expected value of the sample mean and the sample variance.
Normal population: distribution of the sample average with known and unknown variance, distribution of the sample variance; chi-square and t-student distributions.
Central limit theorem.
Other populations (large samples).
Two normal populations: distribution of the difference of sample averages with known variances, with unknown but equal variances, and with unknown variances (Welch approximation and asymptotic approximation)
Two populations: large samples.
24 Outubro 2025, 14:00
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Alexandra Bugalho de Moura
Random sample, sample statistic and sampling distributions.
Sample mean and (corrected and not corrected) sample variance.
Expected value and variance of the sample mean.
21 Outubro 2025, 13:30
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Alexandra Bugalho de Moura
Population vs sample. Examples.
Specification. Examples.
Parametric vs non-parametric inference. Examples.
i.i.d. random sample. Examples.
Sample space. Examples.
Statistic. Examples. Sample average and sample variance.
Sampling distribution.