Second semester
Introduction to Inferential Statistics
Objectives
Mastery of general concepts relating to statistical inference on a sample ; Theoretical and practical knowledge of classic estimation methods ; Understanding of the process of constructing a confidence interval ;
Course outline
Stochastic characteristics of a sample: moments and empirical distribution function, order statistics ; Statistical models, likelihood ; Fisher information ; Point estimation, qualities of an estimator, bias, root mean square error, consistency, efficiency, maximum likelihood estimator, estimator of moments, Delta method ; Confidence intervals ; Introduction to regression ;
Prerequisites
Integration and Probability