mds:smd:2018

**Daniele Tantari**- Scuola Normale Superiore

**Salvatore Ruggieri**- Università di Pisa

Day of Week | Hour | Room |
---|---|---|

Monday | 16:00 - 18:00 | Fib-L1 |

Tuesday | 9:00 - 11:00 | Fib-N1 |

- Prof. Tantari: Tuesday h 11:00 - 15:00, Scuola Normale Superiore, room 93 (please send an email in advance)
- Prof. Ruggieri: Tuesday h 14:00 - 17:00, Department of Computer Science, room 321/DO.

The following are mandatory text books:

**[B1]**F.M. Dekking C. Kraaikamp, H.P. Lopuha, L.E. Meester.**A Modern Introduction to Probability and Statistics**. Springer, 2005.**[B2]**P. Dalgaard.**Introductory Statistics with R**. 2nd edition, Springer, 2008.

The following is an optional text book for recalling mathematics pre-requisites of the course:

**[B3]**J. Ward, J. Abdey.**Mathematics and Statistics**. University of London, 2013. Chapters 4-8 of Part 1 present basic calculus (derivatives and integrals).

- Project can be done in groups of at most 3 students.
- Project final delivery dates: 11 June h 9, 2 July h 9, 23 July h 9
- Oral dates: 12 June, 3 July, 24 July
- Students doing the project will skip the written exam but
**they have to register for the written dates in order to fill the student's questionnaire**. - AIDA database (
**max 2**concurrent connections) - Ateco 2007 classification: .xls, note esplicative, volume integrale
- Script for loading and transforming data
**Updated 15/5/2018**

Written exam consists of open questions and exercises. Example text: ** sample1**, ** sample2**. The exam lasts 2 hours. No teaching material can be consulted during the exam.
Registration is mandatory.

Date | Hour | Room |
---|---|---|

22/1/2019 | 9:00 - 11:00 | Fib-L1 |

12/2/2019 | 9:00 - 11:00 | Fib-L1 |

Day | Room | Topic | Learning material | Instructor | |
---|---|---|---|---|---|

1. | 19.02 16:00-18:00 | L1 | Introduction. Probability and independence. | [B1] Chpts. 1-3 | Tantari |

2. | 20.02 9:00-11:00 | N1 | R basics. | [B2] Chpts. 1,2.1,2.4 slides script1.R | Ruggieri |

3. | 27.02 9:00-11:00 | N1 | Discrete and continuous random variables. | [B1] Chpts. 4-5 | Tantari |

4. | 06.03 9:00-11:00 | N1 | Simulation. Expectation and variance | [B1] Chpts. 6-7 noteSim | Tantari |

5. | 12.03 16:00-18:00 | L1 | R basics and distributions. | [B2] Chpts. 2.2,3-4 script2.R | Ruggieri |

6. | 13.03 9:00-11:00 | N1 | R programming and graphics. | [B2] Chpts. 2.3,3-4 exercise.R script3.R | Ruggieri |

7. | 19.03 16:00-18:00 | L1 | Computations with random variables. Covariance | [B1] Chpts. 8-10 | Tantari |

8. | 20.03 9:00-11:00 | N1 | Sum of random variables. Law of large numbers | [B1] Chpts. 11,13 | Tantari |

9. | 26.03 16:00-18:00 | L1 | The central limit theorem. Graphical summaries | [B1] Chpts. 14,15 | Tantari |

10. | 27.03 9:00-11:00 | N1 | Numerical summaries. Poisson process | [B1] Chpts. 12,16 Rcode slides | Tantari |

11. | 16.04 16:00-18:00 | L1 | Examples on CLT. Data preprocessing. | [B2] Chpt. 10 dataprep.r script4.R | Ruggieri |

12. | 17.04 9:00-11:00 | N1 | Unbiased estimators. Efficiency and MSE | [B1] Chpts. 17,19, 20 | Tantari |

13. | 23.04 16:00-18:00 | L1 | Maximum likelihood. | [B1] Chpt. 21 | Tantari |

14. | 24.04 9:00-11:00 | N1 | Fisher Information. Linear Regressions and Least Squares. | [B1] Chpt. 22 fisher | Tantari |

15. | 30.04 16:00-18:00 | L1 | Examples on and MSE. Power-laws | Newman's paper, roc_adult.R script5.R | Ruggieri |

16. | 02.05 14:00-16:00 | A1 | Project and data presentation | Tantari+Ruggieri | |

17. | 07.05 16:00-18:00 | L1 | Confidence Intervals: Gaussian, T-student, large sample method. | [B1] Chpt. 23,24 | Tantari |

18. | 08.05 9:00-11:00 | N1 | Empirical and parametric bootstrap. Application to confidence intervals. | [B1] Chpts. 18,23 | Tantari |

19. | 14.05 16:00-18:00 | L1 | Hypotheses testing. | [B1] Chpts. 25-26 | Tantari |

20. | 15.05 9:00-11:00 | N1 | Hypotheses testing. Bootstrap. Project tutoring. | [B2] Chpt. 5.1, script6.R | Ruggieri |

21. | 21.05 16:00-18:00 | L1 | Hypotheses testing. t-test and application to linear regressions | [B1] Chpts. 27 | Tantari |

22. | 22.05 9:00-11:00 | N1 | Hypotheses testing: correlation and Fisher transformation, comparing samples | [B1] Chpt. 28 CorrNotes | Tantari |

23. | 28.05 16:00-18:00 | L1 | Hypotheses testing: F-test, K-S, chi-square | K-S | Tantari |

24. | 29.05 9:00-11:00 | N1 | Hypotheses testing, parameter estimation. | [B2] Chpts. 5.2-5.7, 6, script7.R | Ruggieri |

mds/smd/2018.txt · Ultima modifica: 14/02/2019 alle 14:22 (6 mesi fa) da Salvatore Ruggieri