Credit hours
In-class work per week |
Practice per week |
Credits |
Duration |
Total |
3 |
1 |
8 |
15 weeks |
120 hours |
Instructor
Edwin Moises Marcos Ortega
Idemauro Antonio Rodrigues de Lara
Renata Alcarde Sermarini
Objective
Each the methods most commonly used for estimation of parameters, confidence intervals and hypothesis testing.
Content
1. Review topics: uni and multidimensional random variables. Conditional Distributions.
Transformations of random variables. Mathematical hope, variance, covariance, hope and
conditional variance. 2. Characteristic function and properties. 3. Inequalities and Identities
probabilistic. 4. Random variable sequence conversions: in probability, almost certain,
in average r and in distribution. Strong law and weak law of large numbers. Central Limit Theorem.
Delta uni and multivariate method. 5. Maximum Likelihood Theory: Estimation and Properties
asymptotic estimates. Lower limit of Cramér-Rao quota. 6. Hypothesis Tests:
substantiation, more powerful tests, Neyman-Pearson's motto, likelihood ratio test,
Wald test and Score test. Wilk's theorem. 7. Approximate random intervals and regions of
confidence. 8. Special topics of inferences centered on maximum likelihood theory.
Bibliography
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Bickel, Casela, Livro de Probabilidades do IME-USP
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