Mathematical Statistics (2000-2001) | Department of Economic, Business, Mathematical and Statistical Sciences "Bruno de Finetti" (DEAMS)

Academic Year of the Course:

2000-2001

Course:

20090

Mathematical Statistics

Teaching staff:

Silvano Holzer

Course Outlines:

First part (Game Theory): Strategic games with perfect and imperfect information. Extensive games with perfect information. Coalitional games. Second Part (Statistical Decision Problems): Decisions under uncertainty. Optimal decisions, Bayes decisions and minimax decisions. Statistical decision problems. Estimation. Testing hypothesis. Choice of experiments. Sequential decisions.

Recommended Texts:

First part (Game Theory): Strategic games with perfect and imperfect information. Extensive games with perfect information. Coalitional games. Second Part (Statistical Decision Problems): Decisions under uncertainty. Optimal decisions, Bayes decisions and minimax decisions. Statistical decision problems. Estimation. Testing hypothesis. Choice of experiments. Sequential decisions.Second Part: L. Piccinato, Metodi per le decisioni statistiche, Springer, 1996