MATH 324
Model Fitting
Marie-Pier C
ote
McGill University
Fall 2016
1 / 73
E. Model fitting
E. Model fitting
1. Method of moments
2. Method of maximum likelihood
3. Diagnostic plots
This material is based on Sections 9.69.8.
2 / 73
E. Model fitting
E1. Me
MATH 324
Estimation
Marie-Pier C
ote
McGill University
Fall 2016
1 / 83
D. Point estimation
D. Point estimation
1. Bias and mean squared error of point estimators
2. Consistency
3. Relative efficiency
4. Sufficiency and the RaoBlackwell Theorem
This mater
MATH 324
Interval Estimation
Marie-Pier C
ote
McGill University
Fall 2016
1 / 75
F. Interval estimation
F. Interval estimation
1. Principles of interval estimation
2. Small-sample confidence intervals for Normal samples
3. Large-sample confidence interval
MATH 324
Tests
Marie-Pier C
ote
McGill University
Fall 2016
1 / 177
G. Hypothesis testing
G. Hypothesis testing
1. Principles of hypothesis testing
2. Testing simple hypotheses
3. Uniformly most powerful tests
4. Small-sample tests for means and variances
Johanna G. Nelehov
McGill University, Fall Term 2015
Solutions to Assignment 1
Statistics MATH 324
Q1 (a) The mean of the Poisson random variable is
E(X) =
ke
k!
k=0
= e
=0
k
=
e
k=1
k
k1
=e
(k 1)!
(k 1)!
k=1
= e e = .
!
Furthermore,
k(k 1)e
Ecfw_X(X
Johanna G. Nelehov
McGill University, Fall Term 2015
Solutions to Assignment 2
Statistics MATH 324
Q9 (a) The (approximate) probability that the average resistance for the 25 resistors is
between 199 and 202 ohms is
Pr(199 Xn 202) = Pr(1 Xn 200 2)
25 Xn 2
Overview of today
Brief history of trade/labour unions
Political economic context of rise of unions
Union orientations and roles
Why unions matter
Industrial democracy & stabilization of economy
Industrial relations systems
Reducing poverty and inequality