Sumários
11 Novembro 2025, 13:30
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Alexandra Bugalho de Moura
Confidence intervals for the mean and the variance of normal populations and general populations (large samples).
Frequencist interpretation of the confidence interval.
7 Novembro 2025, 14:00
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Alexandra Bugalho de Moura
Consisten estimator.
Invariance property of the maximum likelihood estimator.
Interval estimation.
Pivotal quantity method.
Examples: confidence interval for the mean of normal populations.
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.