Introduction to the fundamentals of probability and statistics.
The aim of the course is to introduce students to basic concepts and methods of probability theory, mathematical statistics and statistical inference.
Course Syllabus
Obiettivi formativi
The aim of the course is
to introduce students to basic concepts and methods of probability
theory, mathematical statistics and statistical inference.
The course is preparatory to the course on quantitative social research methods and it is aimed at students who lack the necessary statistical background.
Contenuti sintetici
Introduction to the
fundamentals of probability and statistics.
Programma esteso
Data organization:
qualitative data; quantitative data; paired data.
Descriptive statistics: measures of center; measures of variation; sample percentiles; skewness; kurtosis; sample covariance and correlation.
Probability: sample space and events; union and intersection of
events; complement of an event; Venn diagrams; basic properties of
probability; joint and marginal probabilities; conditional
probability and independence; Bayes’ theorem; counting principles.
Random variables and probability distributions: probability density
functions and cumulative distribution functions; some common discrete
distributions (Bernoulli; discrete uniform; binomial; Poisson);
joint, marginal and conditional distributions; measures of central
tendency: measures
of variability; standardized random variables; some useful continuous
distributions (uniform, normal, log-normal, Chi-square, Student’s
t,
F);
analysis of conditional distributions; analysis of joint
distributions.
Mathematical statistics and inferential statistics:
statistical inference and sampling: random sampling; parameters,
estimators and estimates; finite sample properties of estimators
(unbiasedness and efficiency); large sample properties of estimators
(consistency; law of large numbers and properties of the probability
limit; central limit theorem and asymptotic normality).
Confidence
Intervals (CIs) and hypothesis testing: CIs
for one
population mean; critical values; margin of error; asymptotic
confidence intervals; Type I and II error probabilities, size and
statistical power of a test; one-tailed and two-tailed tests for one
population mean; p-value
approach to hypothesis testing; pooled and non-pooled two-sample t
tests for
inference on two population means using independent samples;
inference for population proportions.
An introduction to non-parametric statistics: kernel density estimator; rank-based tests (sign test; Wilcoxon signed-rank test; Mann-Whitney test; Kruskal-Wallis test).
Prerequisiti
Algebra and basic notions of calculus.
Metodi didattici
Lectures and training sessions.
Self-assessment tests and Q&A forum.
Modalità di verifica dell'apprendimento
Problem sets and exercises.
Testi di riferimento
Compulsory readings:
- Weiss, N.A., Introductory statistics, 9th ed., Addison Wesley, 2011, ISBN: 9780321691224, Chapters 1-10, 12, (16).
-
Wooldridge, J.M., Introductory Econometrics: A Modern Approach. 5th ed., South-Western, Cengage Learning, 2013, ISBN: 9781111531041, Appendixes A-C.
Slides,
additional references, exercises, and further material available at
the course page on the e-learning platform.
Angrist, J.D. and Pischke, J.-S. (2015), Mastering ’Metrics: The Path from Cause to Effect, Princeton, NJ: Princeton University Press.
Ross, S. (2014), A first course in probability, 9th ed., Pearson, Chapters 1-8.
Learning objectives
The aim of the course is
to introduce students to basic concepts and methods of probability
theory, mathematical statistics and statistical inference.
The course is preparatory to the course on quantitative social research methods and it is aimed at students who lack the necessary statistical background.
Contents
Introduction to the fundamentals of probability and statistics.
Detailed program
Data organization:
qualitative data; quantitative data; paired data.
Descriptive statistics: measures of center; measures of variation; sample percentiles; skewness; kurtosis; sample covariance and correlation.
Probability: sample space and events; union and intersection of
events; complement of an event; Venn diagrams; basic properties of
probability; joint and marginal probabilities; conditional
probability and independence; Bayes’ theorem; counting principles.
Random variables and probability distributions: probability density
functions and cumulative distribution functions; some common discrete
distributions (Bernoulli; discrete uniform; binomial; Poisson);
joint, marginal and conditional distributions; measures of central
tendency: measures
of variability; standardized random variables; some useful continuous
distributions (uniform, normal, log-normal, Chi-square, Student’s
t,
F);
analysis of conditional distributions; analysis of joint
distributions.
Mathematical statistics and inferential statistics:
statistical inference and sampling: random sampling; parameters,
estimators and estimates; finite sample properties of estimators
(unbiasedness and efficiency); large sample properties of estimators
(consistency; law of large numbers and properties of the probability
limit; central limit theorem and asymptotic normality).
Confidence
Intervals (CIs) and hypothesis testing: CIs
for one
population mean; critical values; margin of error; asymptotic
confidence intervals; Type I and II error probabilities, size and
statistical power of a test; one-tailed and two-tailed tests for one
population mean; p-value
approach to hypothesis testing; pooled and non-pooled two-sample t
tests for
inference on two population means using independent samples;
inference for population proportions.
An introduction to non-parametric statistics: kernel density estimator; rank-based tests (sign test; Wilcoxon signed-rank test; Mann-Whitney test; Kruskal-Wallis test).
Prerequisites
Algebra and basic notions of calculus.
Teaching methods
Lectures and training sessions.
Self-assessment tests and Q&A forum.
Assessment methods
Problem sets and exercises.
Textbooks and Reading Materials
Compulsory readings:
- Weiss, N.A., Introductory statistics, 9th ed., Addison Wesley, 2011, ISBN: 9780321691224, Chapters 1-10, 12, (16).
-
Wooldridge, J.M., Introductory Econometrics: A Modern Approach. 5th ed., South-Western, Cengage Learning, 2013, ISBN: 9781111531041, Appendixes A-C.
Slides,
additional references, exercises, and further material available at
the course page on the e-learning platform.
Angrist, J.D. and Pischke, J.-S. (2015), Mastering ’Metrics: The Path from Cause to Effect, Princeton, NJ: Princeton University Press.
Ross, S. (2014), A first course in probability, 9th ed., Pearson, Chapters 1-8.