Lecture 4

22 Outubro 2013, 18:00 • Rui Paulo

Sampling distribution of statistics in the context of a) one normal population; b) two normal populations; c) one Bernoulli population; d) two Bernoulii populations; e) one gamma population.

Sufficiency and information: introduction. Motivation and definition of sufficiency. Examples.

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Lecture 3

15 Outubro 2013, 18:00 • Rui Paulo

Statistics versus probability theory. Classical statistical model. Statistics and their sampling distributions. Properties of sample moments. Order statistics and their sampling distributions.

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Lecture 2

8 Outubro 2013, 18:00 • Rui Paulo

Important asymptotic results: the laws of large numbers, the central limit theorem and the delta method. Proofs and applications. Variance stabilizing transformations.

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Lecture 1

1 Outubro 2013, 18:00 • Rui Paulo

Convergence of sequences of random variables. Almost sure convergence, convergence in probablity, convergence in the rth mean, convergence in distribution. Implications amongst these convergence criteria. The continous mapping theorem and Slutsky's theorem.

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Lecture 0

24 Setembro 2013, 18:00 • Rui Paulo

Review of basic concepts and results of probability theory.

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