| Code |
14789
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| Year |
2
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| Semester |
S2
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| ECTS Credits |
6
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| Workload |
TP(60H)
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| Scientific area |
Mathematics
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Entry requirements |
Basic notions of statistics.
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Learning outcomes |
To identify, develop and apply statistical models for inference; evaluate statistical inference and decision errors.
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Syllabus |
1. Statistical models: exponential models, distributions and empirical moments, exhaustive and complete statistics, Fisher and Kullback information.
2. Parametric estimation: centric and convergent estimators, estimator efficiency, point estimation methods, estimation by regions of confidence.
3. Hypothesis tests: significance and power, convergence of successions of tests, Neyman-Pearson's theorem, multiple hypothesis tests, adjustment tests.
4. Simple linear regression model: least squares estimators, linearity test of the model in the Normal case.
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Main Bibliography |
-Cramer, H. (1991) Mathematical Methods of Statistics, Princeton Univ. Press.
-Gonçalves E. e N. Mendes-Lopes, N. (2003). Estatística - Teoria Matemática e Aplicações, Escolar Editora.
-Bolfarine, H., Sandoval, M.C. (2000). Introdução à Inferência EstatÍstica.
-Kiefer, J. C. (1987) Introduction to Statistical Inference, Springer-Verlag.
-Mood, A., Graybill, F. e Boes, D. (1974). Introduction to the Theory of Statistics. McGraw-Hill International Editions.
-Murteira, B.J.F. (1980). Probabilidades e Estatística, Vol. 2. Editora McGraw-Hill de Portugal, Lda.
-Murteira, B.J.F. (1990). Probabilidades e Estatística, Vol. 2 (2a. edição). Editora McGraw-Hill de Portugal, Lda.
-Rohatgi, V.K (1976). An Introduction to probability theory and mathematical statistics. New York: John Wiley.
-Tong, Y.L. (1990). The Multivariate Normal Distribution. Springer-Verlag.
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Teaching Methodologies and Assessment Criteria |
Presentation and deduction of results, resolution of application problems.
The measurement of knowledge and skills acquired by students during teaching-learning is done through three assessment moments, namely two assignments and a written work.
Exemption from the final exam is granted when the final teaching-learning classification is equal to or greater than 9.5 and attendance is superior to 70%.
Student workers have special status, see academics.
The "FREQUENCY" classification is granted when the final teaching-learning classification is greater than or equal to 6 values and less than 9.5 values.
Assignment 1 April 11 6 values
Assignment 2 May 27 6 values
Written work until May 22. 8 values
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Language |
Portuguese. Tutorial support is available in English.
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