Facultades y centros
Otros centros
Servicios administrativos
Servicios generales
Código:
41208
Profesor/a responsable:
MORA LOPEZ, JUAN
Crdts. ECTS:
6,00
Créditos teóricos:
1,60
Créditos prácticos:
0,40
Carga no presencial:
4,00
ESTA ASIGNATURA SE IMPARTE EN INGLÉS. LA INFORMACIÓN DE ESTA GUÍA ESTÁ EN INGLÉS.
This is the first course in the Statistics/Econometrics sequence of the first year.
Competencias Generales del Título (CG)
Competencias específicas (CE)
Sin datos
This is a basic course on mathematical statistics in which probability and statistical theory are presented with a view to applying them to econometric methodology. The course is organized in two parts: Part I provides the foundations of probability theory and Part II deals with the theory of sampling, principles and properties behind the methods of estimating unknown parameters and testing hypotheses on parameters.
Part I: Probability theory
1. Probability spaces
1.1. Basic concepts
1.2. Probability function and probability space
1.3. Conditional Probability and Independence
2. Random variables
2.1. Basic concepts
2.2. Discrete random variables
2.3. Continuous random variables
2.4. Functions of a random variable
2.5. Expectations and moments
3. Random vectors
3.1. Basic concepts
3.2. Discrete random vectors
3.3. Continuous random vectors
3.4. Conditional distributions
3.5. Independence
3.6. Functions of a random vector
3.7. Expectations and moments
3.8. Conditional expectation
4. Some common distributions
4.1. Univariate discrete distributions
4.2. Univariate continuous distributions
4.3. The multivariate normal distribution
Part II: Statistical Inference
5. Random samples
5.1. Random sample
5.2. Sample mean, sample variance and higher order sample moments
5.3. Sampling from a normal population
5.4. Stochastic convergence
6. Point estimation
6.1. Introduction
6.2. Unbiasedness and efficiency
6.3. Large sample properties of estimators
6.4. Maximum likelihood
6.5. The method of moments
7. Hypothesis testing
7.1. Basic concepts
7.2. Testing in normal populations
7.3. Testing procedures: Wald tests, likelihood ratio tests, and Lagrange multiplier tests
7.4. Confidence Intervals
Sin datos
Statistical inference | |
Autor(es): | Casella, George |
Edición: | Pacific Grove (California) : Duxbury Press, 2002; |
ISBN: | 0-534-24312-6 |
Categoría: | Básico |
All of statistics a concise course in statistical inference | |
Autor(es): | Wasserman, Larry |
Edición: | New York : Springer, 2005; |
ISBN: | 0-387-40272-1 |
Categoría: | Básico |
Students will be given problem sets and will have to hand them in when specified. The problem sets will be graded, and the solutions to the problem sets will be discussed in class. The final grade will be based on a midterm exam about Lessons 1-4 (40%) (it will take place by the middle of the course), an exam at the end of the course about Lessons 5-7 (50%), and the problem sets (10%). Those students with a final grade below 5 will have a second opportunity in the corresponding exam period, but the grade corresponding to problem sets will be kept (10%).
Descripción | Criterio | Tipo | Ponderación |
Exam (theory and practice) about Lessons 1, 2, 3 and 4 | EXAM OF THE FIRST PART |
ACTIVIDADES DE EVALUACIÓN DURANTE EL SEMESTRE | 40 |
Exam (theory and practice) about Lessons 5, 6 and 7 | EXAM OF THE SECOND PART |
ACTIVIDADES DE EVALUACIÓN DURANTE EL SEMESTRE | 50 |
Students will have to hand in some problems from each Problem Set | PROBLEM SETS |
ACTIVIDADES DE EVALUACIÓN DURANTE EL SEMESTRE | 10 |
Grupo | Semestre | Turno | Idioma | Matriculados |
---|---|---|---|---|
Gr. 1 (CLASE TEÓRICA) : 1 | 1S | Todo el día | ANG | 11 |
Grupo | Semestre | Turno | Idioma | Matriculados |
---|---|---|---|---|
Gr. 1 (PRÁCTICAS DE PROBLEMAS / TALLER) : 1 | 1S | Todo el día | ANG | 11 |