Probability, Statistics, R (24 hours)

Teachers: Mario Paolucci (CNR), Federico Cecconi (CNR)

The course is divide into four parts.

The first part aims to lead the student to master statistical data analysis techniques, in three directions: the creation of statistical reports on panels (the observation of K variables for N statistical units and T periods); the realization of regression models; the clustering of large masses of data. The instrument is R. An introduction to the basic statistic is provided. The course is highly applied and does not provide theoretical insights on concepts and definitions.

The second part leads to study the probability with the idea of describing stochastic processes: definition of probability; continuous and discrete probability distributions; Bayesian theory.

In the third part of the course the techniques for calculating the regression are illustrated, also in the presence of nominal variables; the variance analysis technique is introduced.

In the last part of the course the techniques for reducing the dimensionality of data, factor analysis and clustering are illustrated.