Applied statistics (Economics, organizations and markets)
PROF. GIUSEPPE BOARI
COURSE AIMS
To teach the concepts of probability and inference, and to introduce and examine
the main statistical models (multiple regression, variance analysis and logistical
regression), with applications in the business and corporate environment. With the
use of practical assignments on the computer, the course also aims to equip the
student with the operational skills needed for independently solving several
concrete cases.
COURSE CONTENT
References to the calculus of probability
The main probabilistic models: uniform, binomial, and normal random variables
and continuous variables associated with it. The central limit theorem.
First elements of statistical inference
Probabilistic sample. The sample distribution of several basic statistics.
Point and interval estimation
Estimators and main properties. Confidence intervals. Inference about the mean
value of a normal population and a proportion.
Verification of assumptions
General aspects of statistical tests. Principal parametric tests (for the mean value of
a normal population and a proportion), for one and two samples. The test for
comparing mean values over two or more samples (single-route ANOVA).
Models for empirical analysis in the business/corporate field
The multiple linear regression model: assumptions, F test and t test on regression
coefficients. Regression with categorical explicative variables. Diagnostic
techniques based on the analysis of residuals. The chi-squared test of independence
and adaptation. Logistical regression.
READING LIST
S. BORRA-A. DI CIACCIO, Statistica. Metodologie per le scienze economiche e sociali, McGraw Hill,
Milan, 2014 (The course topics are covered in Chapters 10-14, 16-19, 21).
or
G. CICCHITELLI, Statistica: principi e metodi, Pearson, Milan, 2012, second edition (The course
topics are covered in Chapters 12-19, 21).
TEACHING METHOD
Lectures and assignments in class.
Students taking this class are required to have passed the Statistics I class.
ASSESSMENT METHOD
Written test (essay questions and exercises). A mid-term test is planned; the details
about this test will be indicated by the individual professors and posted on their web pages.
NOTES
Further information can be found on the lecturer's webpage
http://www2.unicatt.it/unicattolica/docenti/index.html, or on the Faculty notice board.
at
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Applied statistics (Economics, organizations and markets)