Sumários

Class12

25 Novembro 2025, 08:00 José Passos

Introduction to bayesian statistics:

- Uninformative priors: Jeffreys approach
- Informative priors: conjugate family
- Examples
- Bayes estimation
- Bayes credible interval
- HPD intervals


Class11

18 Novembro 2025, 08:00 José Passos

Bootstrap

Introduction to bayesian statistics
- classical vs bayesian
- Bayes theorem
- Uninformative priors: Laplace approach


Class10

11 Novembro 2025, 08:00 José Passos

Exponential family of distributions
Moment estimator
Maximum likelihood estimator (MLE)
Properties of MLE
Variance estimation
- delta method


Class9

4 Novembro 2025, 08:00 José Passos

Properties of estimators: unbiasedness, minimum variance, MVUE, MSE, consistency

Cramer Rao lower bound
Rao-Blackwell theorem
Examples


Class8

28 Outubro 2025, 08:00 José Passos

Sufficiency: sufficient statistics and minimal sufficient

Likelihood and score
Fisher Information
Examples