STATISTICAL INFERENCE LABORATORY

Course objectives

Learning goals. Students must acquire the ability of solving inferential problems using both analityc and computational (using the software R) skills. Knowledge and understanding Knowledge and understanding of frequentist methods for: point and interva estimation, testing. Use of the software R. Applying knowledge and understanding. Ability in solving inferential problems/exercises for a wide range of parametric models and to use the software R to study properties of inferential methods. Making judgements. Students acquire ability in making judgements by: - applying inferential methods to different models - comparing alternative methods - using the methods on real data and interpreting the results. Communication skills. Communication skills are acquired by using the specific scientific lexicon/language in written and oral exams. Learning skills. The course provide students with fundamental learning skills necessary to approach more advances classes in Statistics.

Channel 1
FULVIO DE SANTIS Lecturers' profile

Program - Frequency - Exams

Course program
Statistical inference using the statistical software R Part 1 (11 hours) - Probability distributions (3 hours). - Likelihood function (4 hours). Part 2 (16 hours) - Sampling distributions (4 hours). - Point and interval estimation. Test. (12 hours). - Monte Carlo method and Simulation (4 hours).
Prerequisites
Probability (random variables, distributions, ) and Statistical inference (likelihood, point and interval estimation, test of hypotheses).
Books
De Santis et al (2025). Inferenza statistica De Santis et al (2025). Laboratori R per Inferenza statistica e note varie. Available at: https://elearning.uniroma1.it/course/view.php?id=19264 (pwd: inferenza2025)
Teaching mode
In class teaching and laboratory (unless sanitary restrictions).
Frequency
Required (at least 9/12 labs). Attendance is registered in class.
Exam mode
Intermediate and (unique) final test (numerical problems and simulations with software R)
Bibliography
Casella G. e Berger R.L. (2001). Statistical Inference, II ed. Duxbury Advanced Series.
Lesson mode
In class teaching and laboratory (unless sanitary restrictions).
  • Lesson codeAAF1577
  • Academic year2025/2026
  • CourseStatistics, Finance and Actuarial sciences
  • CurriculumCurriculum unico
  • Year2nd year
  • Semester2nd semester
  • CFU3