Checking date: 02/04/2024


Course: 2024/2025

Statistics, probability and multivariate analysis
(16255)
Master in Industrial Economics and Markets / Máster Universitario en Economía Industrial y Mercados (Plan: 378 - Estudio: 270)
EPC


Coordinating teacher: NOGALES MARTIN, FRANCISCO JAVIER

Department assigned to the subject: Economics Department, Statistics Department

Type: Compulsory
ECTS Credits: 6.0 ECTS

Course:
Semester:




Requirements (Subjects that are assumed to be known)
Basic Statistics and Mathematics
Objectives
1. Capacity for modeling problems derived from data with many variables. 2. Apply basic probabilistic models. 3. Obtain point estimators for some relevant parameters and estimate the corresponding confidence intervals. 4. Manage sampling and asymptotic distributions. 5. Perform statistical inference and understand the key concepts in hypothesis testing. 6. Handle statistical software: R
Skills and learning outcomes
Description of contents: programme
1. A review of probability and random variables 2. Multivariate random variables 3. Sampling Distributions 4. Estimation 5. Hypothesis tests
Assessment System
  • % end-of-term-examination 50
  • % of continuous assessment (assigments, laboratory, practicals...) 50

Calendar of Continuous assessment


Basic Bibliography
  • G. Casella and R.L. Berger. Statistical Inference. Duxbury. 2002
Additional Bibliography
  • James H. Stapleton. Models for Probability and Statistical Inference. Wiley. 2008
  • James H. Stock, Mark W. Watson . Introduction to econometrics. Pearson. 2014

The course syllabus may change due academic events or other reasons.


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