Currículo

Statistics EST-E

Contextos

ECTS

6.0 (para cálculo da média)

Objectivos

- To understand the main concepts and ideas of statistical science; - To know how to use statistical methods to interpret a data set; - To understand the main differences between the Bayesian and frequentist approaches to statistics.

Programa

- Sampling and sampling distributions; - Probability and statistical inference; - Specification. Random sampling; - Statistics; - Sampling distribution of a statistic; - First properties of the moments of the random sample; - Order statistics and their sampling distribution; - Empirical cumulative distribution function; - Some sampling distributions; - Normal populations; - Asymptotic distributions; - Other populations; - Point estimation; - General considerations; - Properties of estimators; - Estimation methods; - Interval estimation; - General considerations; - Method of the pivotal quantity; - Application to normal populations; - Application to other populations; - Hypotheses testing; - General considerations; - Simple hypotheses; - Composite hypotheses; - Significance testing; - Analysis of variance; - The Bayesian approach to statistical inference; - Bayes theorem as an inferential tool; - Bayesian methodology and its implementation; - The a priori distribution; - Point estimation; - Prediction; - Interval estimation; - Hypotheses testing.

Método de Avaliação

Expository lectures are complemented by lectures where the students are invited to solve problems under the lecturer's supervision. In the expository lectures, the main ideas and concepts are described, with proofs presented whenever they are interesting and useful. Many examples are given. The students have access to a set of problems per chapter, and the problems which will be covered in the practical sessions are announced in advanced. The students are assessed through a final individual written exam.

Carga Horária

Bibliografia

Não foi definida bibliografia principal

Disciplinas de Execução

2026/2027 - 2 Semestre