Statistical Methods I 120311-D
Wykład (WYK) Semestr zimowy 2024/25

Selected sampling distributions and their applications in the statistical inference.

Derivation of estimators: method of moments and maximum likelihood method.

Properties of estimators: unbiasedness, consistency and efficiency.

Statistical tests: I and II type errors, power of the test, Neyman-Pearson lemma, likelihood ratio test.

Multivariate distributions of random variables: joint probability functions, marginal and conditional distributions, moments of multidimensional variables.

Statistical inference in multivariate distributions.

One-way analysis of variance; tests of normality and constant variance assumptions; Mann-Whitney and Kruskal-Wallis tests.

Multi-way analysis of variance; analysis of covariance.

Exogeneity in regression models: indirect tests of the assumption, consequences of violation.

Estimation of regression models under endogeneity: instrumental variables and generalised method of moments; ex post tests.

Regression models with a discrete dependent variable: logit/probit models, ordered logit/probit models.