Statistics II
Code
100055
Academic unit
NOVA Information Management School
Credits
6.0
Teacher in charge
Ana Cristina Marinho da Costa
Teaching language
Portuguese. If there are Erasmus students, classes will be taught in English
Objectives
This curricular unit aims to extend the knowledge acquired in Statistics I, as well as supplying to the students theoretical and practical knowledge about more advanced methodologies on parametric inference. The contents of the curricular unit include inference tools such as statistics, estimators, sampling distributions, point and interval estimation and hypothesis testing. Additionally, some issues of asymptotic distributions are addressed. The students will acquire competences related to the point estimators and their properties, and will learn how to construct confidence intervals and perform hypothesis testing on population parameters, such as the mean, the variance, the difference between means, the ratio of variances, the proportion, the difference between proportions and the correlation coefficient. Moreover, the analysis of variance is introduced. The students should clearly understand the conditions of applicability of each procedure.
Prerequisites
In order to meet the leaning objectives successfully, students must possess knowledge of Statistics I, Math I and Math II.
Subject matter
LU1. Sampling distributions
- Statistical inference concepts
- Definitions and notation
- Introduction to the sampling distributions
- Sampling statistics
- Distribution of the sampling mean
- Distribution of the difference between means
- Distribution of the sampling variance
- Distribution of the ration between sampling variances
- Distribution of the sampling proportion
- Distribution of the difference between sampling proportions
LU2. Point estimation
- Notation and concepts
- The method of maximum likelihood
- Properties of the estimators
LU3. Interval estimation
- Confidence intervals for the mean
- Confidence intervals for the difference between means
- Confidence intervals for the variance
- Confidence intervals for the ration between variances
- Confidence intervals for the proportion
- Confidence intervals for the difference between proportions
LU4. Hypothesis testing
- Concepts and methodology
- Hypothesis testing for the mean
- Hypothesis testing for the difference between means
- Hypothesis testing for the variance
- Hypothesis testing for the ration between variances
- Hypothesis testing for the proportion
- Hypothesis testing for the difference between proportions
- Correlation coefficient
LU5. Analysis of variance (ANOVA)
- Analysis of variance with one factor and fixed effects
- Multiple comparison tests
Bibliography
- Afonso, A., Nunes, C. (2011). Estatística e Probabilidades. Aplicações e Soluções em SPSS. Escolar Editora
- Carvalho, A. (2015). Exercícios de Excel para Estatística. FCA - Editora de Informática
- Newbold, P. (1995). Statistics for Business and Economics. 4th Edition, New Jersey. Prentice Hall International
- Murteira, B., Ribeiro, C.S., Silva, J.A. e Pimenta, C. (2002). Introdução à Estatística. McGraw Hill
- Pedrosa, A. C. e Gama, S. M. A. (2004). Introdução Computacional à Probabilidade e Estatística. Porto Editora, 2004
Teaching method
This course is mainly based on classes that are theoretical and practical, and there is a set of tutorial classes. The practical part of the course is aimed at solving problems and completing exercises. A series of exercises to be completed on an individual basis, outside classes, and during the tutorial classes is also made available.
Evaluation method
1st call: three in-class tests (1/3 weight each), and it is required a minimum score of 9 points in two of the tests (0-20 scale).
2nd call: final exam (100%).