Course detail

LCE5806 - Mathematical Statistics I

Credit hours

In-class work
per week
per week
15 weeks
120 hours

Edwin Moises Marcos Ortega
Idemauro Antonio Rodrigues de Lara
Renata Alcarde Sermarini

To enable the students in topics of Probability Theory and Statistical Inference.

1. Algebra and sigma-algebra of random events. 2. Basic principles of probability theory: axioms and theorems. 3. Random variable, distribution function, distribution function and probability density function. 4. Probability models families. 5. Random Vectors, joint cumulative function, marginal and conditional functions, independence of random variables. 6. Expectation mathematic, variance and covariance, conditional expectation, expectation of random vector, moment generating function. 7. Transformations of random variables: cumulative function, Jacobian and moment gernerating functions techniques. 8. Basic concepts of inference, random sample and properties, order statistics, and sample distributions. 9. Principles of data reduction, sufficient and complete statistics, k-parametric exponential family. 10. Point estimation methods: least squares, moments and maximum likelihood. 11. Properties and comparison of estimators, uniformly minimum-l variance umbiased estimator, mean- squared-error, Rao-Blackwell and Lehmann Scheffé theorems. 12. Interval estimation: random intervals for parameters associated with normal random variables, pivotal quantity method. 13. Introduction to hypothesis tests: basic concepts, error- types and power function, Neyman-Pearson lemma, uniformly more powerful tests, likelihood ratio test.

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3. James, B.R. Probabilidade: um curso em nível Intermediário. Projeto Euclides, RJ, 2008.
4. Magalhães, M.N. Probabilidade e Variáveis Aleatórias. 3ª Edição São Paulo, IME/USP, 2015.
5. Murteira, B.J.F. Probabilidade e Estatística. vol I, II. 2ª Edição, McGraw-Hill, Portugal, 1990.
6. Mood, A.M.; Graybill, F.A. and Boes, D. Introduction to the Theory of Statistics. 3rd. Edition, McGraw-Hill, 1974.
7. Roussas, G.G. A Course in Mathematical Statistics. 2nd. Edition: Academic Press, 1997.
8. Sheldon, R. Introduction to Probability Models. Academic Press, 2014.
9. Zwanzig, S. Introduction to the Theory of Statistical Inference. Taylor & Francis, 2011.