Estimation and Hypothesis Testing (repetitive) (8 ECTS)

Course Code: 
6012
Semester: 
4th
Compulsory Courses
Διδάσκων: 

ACADEMIC SCHOLAR

Point estimation, properties of point estimators (consistency, unbiasdness, efficiency, sufficiency), point estimation methods (moment method, least squares, maximum likelihood). Sampling and sampling distributions. Confidence intervals for means, rates, variances and their differences in the case of normal and non normal populations.
Hypothesis testing, statistical hypotheses, hypothesis testing for parameters such as mean values, variations, comparing parameters in two different samples, statistical significance level, p-value, power of a test, sample size calculation.
 

Recommended Reading

  • Αγγελής Β., Δημάκη Α., Στατιστική Τόμος Α, Εκδόσεις “σοφία”, 2012.
  • Δαμιανού Χ., Κούτρας Μ., Εισαγωγή στη Στατιστική ΜΕΡΟΣ Ι, Εκδόσεις Συμμετρία, 2003.
  • Πανάρετου Ι, Ξεκαλάκη Ε. Εισαγωγή στη Στατιστική Σκέψη Τόμος ΙΙ.
  • Newbold, P., Carlson, W. and Thorne, B. 'Statistics for Business and Economics'.
  • Berry, D. and Lindgren, B. ‘Statistics Theory and Methods’.
  • Freund, J. ‘Mathematical Statistics with applications’.
  • Walpole, R., Myers, R. and Myers, S. ‘Probability and Statistics’.
  • Wonnacott, T. H. and Wonnacott, R. J. Introductory Statistics. 4th edition, J. Wiley & Sons.
  • Alder, H. L. and Roessler, E. B. Introduction to Probability and Statistics. 6th edition, W. H. Freeman & Company.

(prerequisite for 6023 - Linear Models)