Mathematical Statistics

Code:

LGE208

Acronym:

EM

Keywords
Classification	Keyword
OFICIAL	Mathematics and Informatics

Instance: 2005/2006 - 2S

Active?	Yes
Web Page:	http://vista.up.pt/
Responsible unit:	Matematics and Informatics Group
Course/CS Responsible:	Business Administration

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
GES	262	Official Curricular Structure since 2004	2	3		-

Objectives

The main objective of the course in Matemathical Statistics is to form the students in methods of inferencial statistical analysis.
To give the student the tools which are necessary for the inferencial approach i.e. to extend to the entire population the results obtained from the sample study, the formation in Probability and Statistics is completed with the study of some probability distributions and approximation theorems.
Then, methods of parametrical estimation and tests of hypotheses are studied.

Program

Introduction to Mathematical Statistics.

Univariate parametric distributions :
Discrete distributions : Uniform, Bernoulli, Binomial,
Multinomial, Hypergeometric, Poisson and Geometric distribution.
Continuous Distributions : Uniform, Normal, Exponential,
Chi-Square, Student' t, Fisher-Snedcor's F distribution.
Approximation theorems, central-limit theorem.

Statistical inference:
Sampling Distributions.
Parametric point estimation: methods and properties
Parametric interval estimation.
Tests of hypotheses : parametric and non-parametric tests.

Main Bibliography

1. Bento Murteira, Carlos Silva Ribeiro, João Andrade e Silva, Carlos Pimenta, “Introdução à Estatística”, McGraw-Hill, 2002.
2. Bento Murteira, “Probabilidades e Estatística”, Vol. I, II, McGraw-Hill, 1990 (2ª ed.).
3. W. J. Conover, “Practical Nonparametric Statistics”, Wiley, 1999.
4. Alexander M. Mood, Franklin A. Graybill, Duane C. Boes, “Introduction to the Theory of Statistics”, McGraw-Hill, 1987 (3ª ed.).

Complementary Bibliography

1. J. Tiago de Oliveira, “Probabilidades e Estatística”, Vol. I, II, McGraw-Hill, 1971.
2. Erwin Kreyszig, “Introductory Mathematical Statistics”, Wiley, 1970.
3. Marek Fisz, “Probability Theory and Mathematical Statistics”, Wiley, 1963.
4. T. H. Wonnacot, R. J. Wonnacot, “Introductory Statistics”, Wiley, 1990 (5ª ed.).
5. Gilbert Saporta, “Probabilités, Analyse des Données et Statistique”, Technip, 1990.
6. Jean-Jacques J. Droesbeke, “Éléments de Statistique”, SMA, 1992 (2ª ed.).

EXERCISES BOOK
Carlos D. Paulino, João A. Branco,"Exercícios de Probabilidades e Estatística", Escolar Editora, 2005.

Teaching methods and learning activities

Theorical - Pratical Classes.
All classes in portuguese.

Evaluation Type

Distributed evaluation with final exam

Calculation formula of final grade

Exam Classification
OR
1/3 Mini-Test Classification + 2/3 Test Classification