Lecture 6

4 Novembro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Partition induced by a statistic. Minimal sufficiency, Lehmann-Scheffe theorem.

Ancillarity. The location scale-family of distributions. A minimal sufficient statistic may contain ancillary information.

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Lecture 5

28 Outubro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Sampling distributions in the context of one and two normal populations and in the context of one and two Bernoulli populations. Gamma population.

Chapter 3: Sufficiency and information. Definition of sufficiency: motivation and examples. The factorization criterion.

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Lecture 4

21 Outubro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Properties of sample moments. Order statistics and their sampling distributions.

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Lecture 3

14 Outubro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Applications of the delta method.

Statistical inference versus probabiliity theory. Statistical model and random sampling. Statistics. Sampling distribution of statistics. 

Statistical properties of sample moments.

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Lecture 2

7 Outubro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Important asymptotic results: laws of large numbers, central limit theorem and the delta method.

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