Statistics II

Code:

1EC209

Acronym:

ESTII

Keywords
Classification	Keyword
OFICIAL	Mathematics

Instance: 2021/2022 - 2S

Active?	Yes
Responsible unit:	Agrupamento Científico de Matemática e Sistemas de Informação
Course/CS Responsible:	Bachelor in Economics

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
LECO	449	Bologna Syllabus since 2012	2	-	6	42	162

Teaching language

Portuguese

Objectives

In the end of the course, students should:
1. Know the most important concepts of the Statistical Inference, which are essential for the study of Econometrics.
2. Be able to apply the statistical methods to solve problems in new situations, never forgetting their rigourous mathematical formularisation.
3. Be able to interpret the output of the software R.

Learning outcomes and competences

By the end of the CU the students should understand the concepts leading to statistical inference; be able to apply statistical methods, bearing in mind their rigorous mathematical formulation and applicability conditions.

Working method

Presencial

Pre-requirements (prior knowledge) and co-requirements (common knowledge)

The curricular unit Estatística I.
R Software.

Program

Introduction. Random Sampling.

Point Estimation of Parameters. Properties of estimators: unbiasedness, efficiency, consistency and sufficiency. Methods of point estimation: method of moments and method of maximum likelihood.
Interval estimation. 

Confidence intervals for the parameters of a Normal population and for the proportion (large samples). Confidence intervals for the difference of means and ratio of variances of Normal populations. Confidence intervals for the difference of proportions.

Tests of Hypothesis for a single sample. Tests of hypotheses for 2 samples. 

Chi-squared tests: Independence and goodness of fit. Analysis of variance with 1 factor. Software: R.

Mandatory literature

Figueiredo Fernanda Otília de Sousa 070; Inferência estatística. ISBN: 978-972-592-501-0
Murteira Bento José Ferreira 070; Introdução à estatística. ISBN: 978-972-592-282-8
Guimarães Rui Manuel Campos; Estatística. ISBN: 978-989-642-108-3
Hines William W.; Probability and statistics in engineering and management science. ISBN: 0-471-60090-3
Keller Gerald; Statistics for management and economics. ISBN: 978-0-324-56949-0

Teaching methods and learning activities

The methods are presented and discussed in class in the context of practical problems and exercises. There is a discussion on the applicability condtions of the methods. The software/programming environment R is used to ilustrate the application of the methods with emphasis on the interpretation of the results.
All classes are in Portuguese.

Software

R Project (www.r-project.org)

keywords

Physical sciences > Mathematics > Statistics

Evaluation Type

Distributed evaluation with final exam

Assessment Components

Designation	Weight (%)
Teste	20,00
Exame	80,00
Total:	100,00

Amount of time allocated to each course unit

Designation	Time (hours)
Estudo autónomo	123,00
Frequência das aulas	39,00
Total:	162,00

Eligibility for exams

i) Continuous evaluation scheme (evaluation with a test).

Classification= max( 20%*Classification of test + 80%*Classification of Exam , Exam )

Exam must have a classification greather or equal than 8.0.

Test - to be announced
Exam - June, 13

Only students who attended 75% of classes (total and also taught before the test date) and who signed up for the test are allowed to continuous evaluation scheme (evaluation by test).

ii) Classification of final examination (Exam).

The final classification may have to be confirmed through an oral exam, whenever the teaching team deems it necessary (both for students who took an in-person test and for students who took an online test).

Calculation formula of final grade

Evaluation: 
i) MAX ( 0.20(Classification of  Test)+0.80(Classification of  Exam),  Classification of  Exam )
The minimum mark in Exam is 8.0.

ii) Final Exam

Special assessment (TE, DA, ...)

General UP and FEP regulations apply.