# STATISTICAL SCIENCES FOR FINANCE | STATISTICAL INFERENCE

## STATISTICAL SCIENCES FOR FINANCE STATISTICAL INFERENCE

 0222400011 DEPARTMENT OF ECONOMICS AND STATISTICS EQF7 STATISTICAL SCIENCES FOR FINANCE 2022/2023

 OBBLIGATORIO YEAR OF COURSE 1 YEAR OF DIDACTIC SYSTEM 2014 AUTUMN SEMESTER
SSD CFU HOURS ACTIVITY TYPE OF ACTIVITY SECS-S/01 10 60 LESSONS COMPULSORY SUBJECTS, CHARACTERISTIC OF THE CLASS
 MARCELLA NIGLIO T
ExamDate
INFERENZA STATISTICA03/04/2023 - 12:00
INFERENZA STATISTICA03/04/2023 - 12:00
Objectives
KNOWLEDGE AND UNDERSTANDING

THE AIM OF THE COURSE IS:
- TO GENERALIZE SOME STATISTICAL TOOLS PRESENTED IN UNDERGRADUATE COURSES
- TO PRESENT THE MAIN MULTIVATIATE RANDOM VARIABLES
- TO PRESENT THE MAIN RESULTS OF THE STATISTICAL INFERENCE BASED ON THE LIKELIHOOD APPROACH

APPLYING KNOWLEDGE AND UNDERSTANDING

ALL TOOLS WILL BE PRESENTED GIVING EMPHASIS ON THEORETICAL RESULTS AND POSSIBLE EMPIRICAL APPLICATIONS.

MAKING JUDGEMENTS
SELECTION OF TOOLS TO FACE STATISTICAL PROBLEMS

COMMUNICATION SKILLS

ALL TOOLS WILL BE CRITICALLY PRESENTED TO ALLOW THEIR UNDERSTANDING AND TO FACILITATE THEIR APPLICATION IN EMPIRICAL CONTEX.

LEARNING SKILLS

THE EXAMINATION OF CASE STUDIES AND THE PRESENTATION OF A STATISTICAL SOFTWARE ALLOW STUDENTS TO BETTER EVALUATE THE POSSIBLE APPLICATIONS OF THE MULTIVARIATE STATISTICS.
Prerequisites
MATHEMATICS, STATISTICS
Contents
LINEAR ALGEBRA. MULTIVARIATE RANDOM VARIABLES: DEFINITION, MOMENTS AND MAIN PROPERTIES.
MULTINOMIAL RANDOM VARIABLE. MULTIVARIATE NORMAL.

STATISTICAL INFERENCE: POINT ESTIMATION, INTERVAL ESTIMATION, HYPOTESIS TESTING. STATISTICAL MODELS.

EMPIRICAL APPLICATIONS WITH R (HTTP://WWW.R-PROJECT.ORG)
Teaching Methods
LECTURES IN CLASSROOM AND IN COMPUTING ROOM
Verification of learning
THE FINAL EXAM IS CHARACTERIZED BY TWO PARTS: THE WRITTEN AND THE ORAL EXAMINATION.
THE FIRST PART INCLUDES THEORETICAL QUESTIONS, EXERCISES ON THE TWO MODULES OF THE COURSE AND A QUESTION THAT REQUIRE THE USE OF THE R-SOFTWARE. THE ORAL PART (ABOUT 20 MIN) IS BASED ON AN INTERVIEW.
THE ORAL INTERVIEW CAN BE TAKEN IF THE STUDENT HAS PASSED THE WRITTEN EXAM WITH A MINIMUM SCORE OF 18.
THE FINAL SCORE IS THE MEAN OF THE SCORES OBTAINED AT THE FIRST AND SECOND PART OF THE EXAM.

Texts
MARDIA K.V., KENT J.T., BIBBY J.M., (1979) MULTIVARIATE ANALYSIS, ACADEMIC PRESS

OLIVE D., (2014) STATISTICAL THEORY AND INFERENCE, SPRINGER.