STATISTICAL ANALYSIS - 2ND QUARTER 2020

Teachers: Ezequiel Smucler, Manuel Benjamin

Mandatory Bibliography

The course notes.

Recommended Bibliography

 Rice, J. (1995). Mathematical Statistics and Data Analysis.

 Devore, JL, Berk, KN, (2012). Modern Mathematical Statistics with
Applications.
 Wasserman, L. (2003). All of Statistics. (at a higher level than the
course.)

Tentative agenda

1. Introduction

1.1 The estimation problem

1.2 Point estimation

2. Convergence theorems

2.1 Tchebysheff and Markov inequalities

2.2 Law of large numbers
2.3 Central Limit Theorem

3. Point estimation I

3.1 root mean square error

3.2 Bias and variance
3.3 Parametric models
3.4 Efficiency and the Rao-Cramer bound

4. Point estimation II

4.1 Method of the moments.

4.2 Maximum likelihood method.
4.3 Asymptotic properties.

5. Confidence intervals

5.1 Confidence intervals for the mean.

5.2 Student's t-distribution.
5.3 Confidence intervals based on maximum likelihood.

6. Hypothesis tests

6.1 Definition, types of error.

6.2 Tests based on a sample.
6.3 p-values
6.6 Tests based on two samples.

Evaluation method

 There will be a partial and a final. The partial will weigh 40% of the final
grade and the final will weigh 60% of the final grade. The mark of each exam
will be between 0 and 100.

 A student who meets the following two conditions will pass the subject
WITHOUT NEED FOR RECOVERY:

1. obtain a general average of the marks in the partial exams and the final
exam (weighted according to the weight of each exam) greater than or
equal to 60.

2. Obtain a grade equal to or greater than 50 in the final exam.

 The course grade for students who meet conditions (1) and (2) will be A, A-,
B +, B, B- according to the general average, using the grading scale:

 Students who do not meet at least one of the two conditions (1) and (2) but
who have obtained a general average greater than or equal to 40 may give a
make-up. To pass the recuperative, the student must obtain in this exam a
grade greater than or equal to 60. In case of passing the recuperative, the
general average will be formed as 0.3 * partial+ 0.3 * final + 0.4 * recover.
The course grade will be B-: greater than or equal to 60, C +: greater than or
 equal to 50 and strict less than 60, C : less strict to fifty.

 Students who do not meet any of the requirements (1) and (2) and whose
general average is less than 40 will fail the subject.

 Students must attend the commission in which they are enrolled, both for
theoretical classes and for practicals.

Content of the exams and consultation of bibliographic material during

the exams

 The midterm exam will consist of exercises and problems related to the
material covered in the theoretical and practical classes from the first point
covered in class to the last point covered in the last class prior to the exam.
 The final exam will consist of exercises and problems related to all the
material covered in the course.
 The remedial exam will consist of exercises and problems related to all the
material covered in the course.
 The exams will be taken throughout the campus, in a multiple-choice format.
Between 10 and 15 questions will be taken and the duration of the exam will
be between 2 and 3 hours.Students can have an A4 size sheet of paper with
any annotations that may be helpful to them.