| 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 |
The assessment of knowledge and skills acquired by students throughout the teaching–learning process is carried out through three evaluation components: two written tests and one project. The final examination consists of a written test.
Exemption from the final examination is granted when the final teaching–learning grade is equal to or higher than 9.5 (out of 20), and attendance exceeds 70%.
Students with special status are subject to specific regulations as defined by the Academic Regulations.
The “Course Attendance” grade is awarded when the final teaching–learning grade is equal to or higher than 6.
Test 1: 6 points
Test 2: 6 points
Assignment: 8 points
Students who obtain a mark above 18 points in the Continuous Assessment (CA) or in the Final Exam must sit a supplementary oral/verification assessment. In this supplementary assessment, the mark may be maintained or reduced, depending on the student’s performance.
Minimum mark required to be eligible to exam: 6 points.
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Language |
Portuguese. Tutorial support is available in English.
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