Littérature scientifique sur le sujet « Inferenza statistica »
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Articles de revues sur le sujet "Inferenza statistica"
Ludbrook, John, et Hugh Dudley. « ISSUES IN BIOMEDICAL STATISTICS : STATISTICAL INFERENCE ». ANZ Journal of Surgery 64, no 9 (septembre 1994) : 630–36. http://dx.doi.org/10.1111/j.1445-2197.1994.tb02308.x.
Texte intégralLoosmore, N. Bert, et E. David Ford. « STATISTICAL INFERENCE USING THEGORKPOINT PATTERN SPATIAL STATISTICS ». Ecology 87, no 8 (août 2006) : 1925–31. http://dx.doi.org/10.1890/0012-9658(2006)87[1925:siutgo]2.0.co;2.
Texte intégralCurran-Everett, Douglas. « Explorations in statistics : the bootstrap ». Advances in Physiology Education 33, no 4 (décembre 2009) : 286–92. http://dx.doi.org/10.1152/advan.00062.2009.
Texte intégralBarber, Stuart. « All of Statistics : a Concise Course in Statistical Inference ». Journal of the Royal Statistical Society : Series A (Statistics in Society) 168, no 1 (janvier 2005) : 261. http://dx.doi.org/10.1111/j.1467-985x.2004.00347_18.x.
Texte intégralCraigmile, Peter F. « All of Statistics : A Concise Course in Statistical Inference ». American Statistician 59, no 2 (mai 2005) : 203–4. http://dx.doi.org/10.1198/tas.2005.s30.
Texte intégralZhang, Jingwen, Joseph Ibrahim, Tengfei Li et Hongtu Zhu. « A Powerful Global Test Statistic for Functional Statistical Inference ». Proceedings of the AAAI Conference on Artificial Intelligence 33 (17 juillet 2019) : 5765–72. http://dx.doi.org/10.1609/aaai.v33i01.33015765.
Texte intégralXu, Jinfeng, Lincheng Zhao et Chenlei Leng. « Statistical inference for induced L-statistics : a random perturbation approach ». Journal of Nonparametric Statistics 21, no 7 (octobre 2009) : 863–76. http://dx.doi.org/10.1080/10485250902980584.
Texte intégralSubba Rao, Suhasini. « Statistical inference for spatial statistics defined in the Fourier domain ». Annals of Statistics 46, no 2 (avril 2018) : 469–99. http://dx.doi.org/10.1214/17-aos1556.
Texte intégralRohana, Rohana, et Yunika Lestaria Ningsih. « STUDENTS’ STATISTICAL REASONING IN STATISTICS METHOD COURSE ». Jurnal Pendidikan Matematika 14, no 1 (31 décembre 2019) : 81–90. http://dx.doi.org/10.22342/jpm.14.1.6732.81-90.
Texte intégralKuchibhotla, Arun K., John E. Kolassa et Todd A. Kuffner. « Post-Selection Inference ». Annual Review of Statistics and Its Application 9, no 1 (7 mars 2022) : 505–27. http://dx.doi.org/10.1146/annurev-statistics-100421-044639.
Texte intégralThèses sur le sujet "Inferenza statistica"
AGOSTINELLI, Claudio. « Inferenza statistica robusta basata sulla funzione di verosimiglianza pesata : alcuni sviluppi ». Doctoral thesis, country:ITA, 1998. http://hdl.handle.net/10278/25831.
Texte intégralCapriati, Paola Bianca Martina. « L'utilizzo del metodo Bootstrap nella statistica inferenziale ». Master's thesis, Alma Mater Studiorum - Università di Bologna, 2015. http://amslaurea.unibo.it/8715/.
Texte intégralMonda, Anna. « Inferenza non parametrica nel contesto di dati dipendenti : polinomi vocali e verosimiglianza empirica ». Doctoral thesis, Universita degli studi di Salerno, 2013. http://hdl.handle.net/10556/1285.
Texte intégralIl presente lavoro si inserisce nel contesto delle più recenti ricerche sugli strumenti di analisi non parametrica ed in particolare analizza l'utilizzo dei Polinomi Locali e della Verosimiglianza Empirica, nel caso di dati dipendenti. Le principali forme di dipendenza che verranno trattate in questo lavoro sono quelle che rispondono alla definizione di alpha-mixing ed in particolare il nostro si presenta come un tentativo di conciliare, in questo ambito, tecniche non parametriche, rappresentate dai Polinomi Locali, all'approccio di Empirical Likelihood, cercando di aggregare ed enfatizzare i punti di forza di entrambe le metodologie: i Polinomi Locali ci forniranno una stima più e accurata da collocare all'interno della definizione di Verosimiglianza Empirica fornita da Owen (1988). I vantaggi sono facili da apprezzare in termini di immediatezza ed utilizzo pratico di questa tecnica. I risultati vengono analizzati sia da un punto di vista teorico, sia confermati poi, da un punto di vista empirico, riuscendo a trarre dai dati anche utili informazioni in grado di fornire l'effettiva sensibilità al più cruciale e delicato parametro da stabilire nel caso di stimatori Polinomi Locali: il parametro di bandwidth. Lungo tutto l'elaborato presenteremo, in ordine, dapprima il contesto all'interno del quale andremo ad operare, precisando più nello specifico le forme di dipendenza trattate, nel capitolo secondo, enunceremo le caratteristiche e proprietà dei polinomi locali, successivamente, nel corso del capitolo terzo, analizzeremo nel dettaglio la verosimiglianza empirica, con particolare attenzione, anche in questo caso, alle proprietà teoriche, infine, nel quarto capitolo presenteremo risultati teorici personali, conseguiti a partire dalla trattazione teorica precedente. Il capitolo conclusivo propone uno studio di simulazione, sulla base delle proprietà teoriche ottenute nel capitolo precedente. Nelle battute conclusive troveranno spazio delucidazioni sugli esiti delle simulazioni, i quali, non soltanto confermano la validità dei risultati teorici esposti nel corso dell'elaborato, ma forniscono anche evidenze a favore di un'ulteriore analisi, per i test proposti, rispetto alla sensibilità verso il parametro di smoothing impiegato. [a cura dell'autore]
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Mancini, Martina. « Teorema di Cochran e applicazioni ». Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2015. http://amslaurea.unibo.it/9145/.
Texte intégralHAMMAD, AHMED TAREK. « Tecniche di valutazione degli effetti dei Programmi e delle Politiche Pubbliche. L' approccio di apprendimento automatico causale ». Doctoral thesis, Università Cattolica del Sacro Cuore, 2022. http://hdl.handle.net/10280/110705.
Texte intégralThe analysis of causal mechanisms has been considered in various disciplines such as sociology, epidemiology, political science, psychology and economics. These approaches allow uncovering causal relations and mechanisms by studying the role of a treatment variable (such as a policy or a program) on a set of outcomes of interest or different intermediates variables on the causal path between the treatment and the outcome variables. This thesis first focuses on reviewing and exploring alternative strategies to investigate causal effects and multiple mediation effects using Machine Learning algorithms which have been shown to be particularly suited for assessing research questions in complex settings with non-linear relations. Second, the thesis provides two empirical examples where two Machine Learning algorithms, namely the Generalized Random Forest and Multiple Additive Regression Trees, are used to account for important control variables in causal inference in a data-driven way. By bridging a fundamental gap between causality and advanced data modelling, this work combines state of the art theories and modelling techniques.
BOLZONI, MATTIA. « Variational inference and semi-parametric methods for time-series probabilistic forecasting ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2021. http://hdl.handle.net/10281/313704.
Texte intégralProbabilistic forecasting is a common task. The usual approach assumes a fixed structure for the outcome distribution, often called model, that depends on unseen quantities called parameters. It uses data to infer a reasonable distribution over these latent values. The inference step is not always straightforward, because single-value can lead to poor performances and overfitting while handling a proper distribution with MCMC can be challenging. Variational Inference (VI) is emerging as a viable optimisation based alternative that models the target posterior with instrumental variables called variational parameters. However, VI usually imposes a parametric structure on the proposed posterior. The thesis's first contribution is Hierarchical Variational Inference (HVI) a methodology that uses Neural Networks to create semi-parametric posterior approximations with the same minimum requirements as Metropolis-Hastings or Hamiltonian MCMC. The second contribution is a Python package to conduct VI on time-series models for mean-covariance estimate, using HVI and standard VI techniques combined with Neural Networks. Results on econometric and financial data show a consistent improvement using VI, compared to point estimate, obtaining lower variance forecasting.
ROMIO, SILVANA ANTONIETTA. « Modelli marginali strutturali per lo studio dell'effetto causale di fattori di rischio in presenza di confondenti tempo dipendenti ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2010. http://hdl.handle.net/10281/8048.
Texte intégralMASPERO, DAVIDE. « Computational strategies to dissect the heterogeneity of multicellular systems via multiscale modelling and omics data analysis ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2022. http://hdl.handle.net/10281/368331.
Texte intégralHeterogeneity pervades biological systems and manifests itself in the structural and functional differences observed both among different individuals of the same group (e.g., organisms or disease systems) and among the constituent elements of a single individual (e.g., cells). The study of the heterogeneity of biological systems and, in particular, of multicellular systems is fundamental for the mechanistic understanding of complex physiological and pathological phenomena (e.g., cancer), as well as for the definition of effective prognostic, diagnostic, and therapeutic strategies. This work focuses on developing and applying computational methods and mathematical models for characterising the heterogeneity of multicellular systems and, especially, cancer cell subpopulations underlying the evolution of neoplastic pathology. Similar methodologies have been developed to characterise viral evolution and heterogeneity effectively. The research is divided into two complementary portions, the first aimed at defining methods for the analysis and integration of omics data generated by sequencing experiments, the second at modelling and multiscale simulation of multicellular systems. Regarding the first strand, next-generation sequencing technologies allow us to generate vast amounts of omics data, for example, related to the genome or transcriptome of a given individual, through bulk or single-cell sequencing experiments. One of the main challenges in computer science is to define computational methods to extract useful information from such data, taking into account the high levels of data-specific errors, mainly due to technological limitations. In particular, in the context of this work, we focused on developing methods for the analysis of gene expression and genomic mutation data. In detail, an exhaustive comparison of machine-learning methods for denoising and imputation of single-cell RNA-sequencing data has been performed. Moreover, methods for mapping expression profiles onto metabolic networks have been developed through an innovative framework that has allowed one to stratify cancer patients according to their metabolism. A subsequent extension of the method allowed us to analyse the distribution of metabolic fluxes within a population of cells via a flux balance analysis approach. Regarding the analysis of mutational profiles, the first method for reconstructing phylogenomic models from longitudinal data at single-cell resolution has been designed and implemented, exploiting a framework that combines a Markov Chain Monte Carlo with a novel weighted likelihood function. Similarly, a framework that exploits low-frequency mutation profiles to reconstruct robust phylogenies and likely chains of infection has been developed by analysing sequencing data from viral samples. The same mutational profiles also allow us to deconvolve the signal in the signatures associated with specific molecular mechanisms that generate such mutations through an approach based on non-negative matrix factorisation. The research conducted with regard to the computational simulation has led to the development of a multiscale model, in which the simulation of cell population dynamics, represented through a Cellular Potts Model, is coupled to the optimisation of a metabolic model associated with each synthetic cell. Using this model, it is possible to represent assumptions in mathematical terms and observe properties emerging from these assumptions. Finally, we present a first attempt to combine the two methodological approaches which led to the integration of single-cell RNA-seq data within the multiscale model, allowing data-driven hypotheses to be formulated on the emerging properties of the system.
Zeller, Camila Borelli. « Modelo de Grubbs em grupos ». [s.n.], 2006. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307093.
Texte intégralDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica
Made available in DSpace on 2018-08-05T23:55:16Z (GMT). No. of bitstreams: 1 Zeller_CamilaBorelli_M.pdf: 3683998 bytes, checksum: 26267086098b12bd76b1d5069f688223 (MD5) Previous issue date: 2006
Resumo: Neste trabalho, apresentamos um estudo de inferência estatística no modelo de Grubbs em grupos, que representa uma extensão do modelo proposto por Grubbs (1948,1973) que é freqüentemente usado para comparar instrumentos ou métodos de medição. Nós consideramos a parametrização proposta por Bedrick (2001). O estudo é baseado no método de máxima verossimilhança. Testes de hipóteses são considerados e baseados nas estatísticas de wald, escore e razão de verossimilhanças. As estimativas de máxima verossimilhança do modelo de Grubbs em grupos são obtidas usando o algoritmo EM e considerando que as observações seguem uma distribuição normal. Apresentamos um estudo de análise de diagnóstico no modelo de Grubbs em grupos com o interesse de avaliar o impacto que um determinado subgrupo exerce na estimativa dos parâmetros. Vamos utilizar a metodologia de influência local proposta por Cook (1986), considerando o esquema de perturbação: ponderação de casos. Finalmente, apresentamos alguns estudos de simulação e ilustramos os resultados teóricos obtidos usando dados encontrados na literatura
Abstract: In this work, we presented a study of statistical inference in the Grubbs's model with subgroups, that represents an extension of the model proposed by Grubbs (1948,1973) that is frequently used to compare instruments or measurement methods. We considered the parametrization proposed by Bedrick (2001). The study is based on the maximum likelihood method. Tests of hypotheses are considered and based on the wald statistics, score and likelihood ratio statistics. The maximum likelihood estimators of the Grubbs's model with subgroups are obtained using the algorithm EM and considering that the observations follow a normal distribution. We also presented a study of diagnostic analysis in the Grubb's model with subgroups with the interest of evaluating the effect that a certain one subgroup exercises in the estimate of the parameters. We will use the methodology of local influence proposed by Cook (1986) considering the schemes of perturbation of case weights. Finally, we presented some simulation studies and we illustrated the obtained theoretical results using data found in the literature
Mestrado
Mestre em Estatística
Filiasi, Mario. « Applications of Large Deviations Theory and Statistical Inference to Financial Time Series ». Doctoral thesis, Università degli studi di Trieste, 2015. http://hdl.handle.net/10077/10940.
Texte intégralLa corretta valutazione del rischio finanziario è una delle maggiori attività nell'amibto della ricerca finanziaria, ed è divenuta ancora più importante dopo la recente crisi finanziaria. I recenti progressi dell'econofisica hanno dimostrato come la dinamica dei mercati finanziari può essere studiata in modo attendibile per mezzo dei modelli usati in fisica statistica. L'andamento dei prezzi azionari è costantemente monitorato e registrato ad alte frequenze (fino a 1ms) e ciò produce un'enorme quantità di dati che può essere analizzata statisticamente per validare e calibrare i modelli teorici. Il presente lavoro si inserisce in questa ottica, ed è il risultato dell'interazione tra il Dipartimento di Fisica dell'Università degli Studi di Trieste e List S.p.A., in collaborazione con il Centro Internazionale di Fisica Teorica (ICTP). In questo lavoro svolgeremo un analisi delle serie storiche finanziarie degli ultimi due anni relative al prezzo delle azioni maggiormente scambiate sul mercato italiano. Studieremo le proprietà statistiche dei ritorni finanziari e verificheremo alcuni fatti stilizzati circa i prezzi azionari. I ritorni finanziari sono distribuiti secondo una distribuzione di probabilità a code larghe e pertanto, secondo la Teoria delle Grandi Deviazioni, sono frequentemente soggetti ad eventi estremi che generano salti di prezzo improvvisi. Il fenomeno viene qui identificato come "condensazione delle grandi deviazioni". Studieremo i fenomeni di condensazione secondo le convenzioni della fisica statistica e mostreremo la comparsa di una transizione di fase per distribuzioni a code larghe. Inoltre, analizzaremo empiricamente i fenomeni di condensazione nei prezzi azionari: mostreremo che i ritorni finanziari estremi sono generati da complesse fluttuazioni dei prezzi che limitano gli effetti di salti improvvisi ma che amplificano il movimento diffusivo dei prezzi. Proseguendo oltre l'analisi statistica dei prezzi delle singole azioni, investigheremo la struttura del mercato nella sua interezza. E' opinione comune in letteratura finanziaria che i cambiamenti di prezzo sono dovuti ad eventi esogeni come la diffusione di notizie politiche ed economiche. Nonostante ciò, è ragionevole ipotizzare che i prezzi azionari possano essere influenzati anche da eventi endogeni, come le variazioni di prezzo in altri strumenti finanziari ad essi correlati. La grande quantità di dati a disposizione permette di verificare quest'ipotesi e di studiare la struttura del mercato finanziario per mezzo dell'inferenza statistica. In questo lavoro proponiamo un modello di mercato basato su prezzi azionari interagenti: studieremo un modello di tipo "integrate & fire" ispirato alla dinamica delle reti neurali, in cui ogni azione è influenzata da tutte gli altre per mezzo di un meccanismo con soglie limite di prezzo. Usando un algoritmo di massima verosimiglianza, applicheremo il modello ai dati sperimentali e tenteremo di inferire la rete informativa che è alla base del mercato finanziario.
The correct evaluation of financial risk is one of the most active domain of financial research, and has become even more relevant after the latest financial crisis. The recent developments of econophysics prove that the dynamics of financial markets can be successfully investigated by means of physical models borrowed from statistical physics. The fluctuations of stock prices are continuously recorded at very high frequencies (up to 1ms) and this generates a huge amount of data which can be statistically analysed in order to validate and to calibrate the theoretical models. The present work moves in this direction, and is the result of a close interaction between the Physics Department of the University of Trieste with List S.p.A., in collaboration with the International Centre for Theoretical Physics (ICTP). In this work we analyse the time-series over the last two years of the price of the 20 most traded stocks from the Italian market. We investigate the statistical properties of price returns and we verify some stylized facts about stock prices. Price returns are distributed according to a heavy-tailed distribution and therefore, according to the Large Deviations Theory, they are frequently subject to extreme events which produce abrupt price jumps. We refer to this phenomenon as the condensation of the large deviations. We investigate condensation phenomena within the framework of statistical physics and show the emergence of a phase transition in heavy-tailed distributions. In addition, we empirically analyse condensation phenomena in stock prices: we show that extreme returns are generated by non-trivial price fluctuations, which reduce the effects of sharp price jumps but amplify the diffusive movements of prices. Moving beyond the statistical analysis of the single-stock prices, we investigate the structure of the market as a whole. In financial literature it is often assumed that price changes are due to exogenous events, e.g. the release of economic and political news. Yet, it is reasonable to suppose that stock prices could also be driven by endogenous events, such as the price changes of related financial instruments. The large amount of available data allows us to test this hypothesis and to investigate the structure of the market by means of the statistical inference. In this work we propose a market model based on interacting prices: we study an integrate & fire model, inspired by the dynamics of neural networks, where each stock price depends on the other stock prices through some threshold-passing mechanism. Using a maximum likelihood algorithm, we apply the model to the empirical data and try to infer the information network that underlies the financial market.
XXVII Ciclo
1986
Livres sur le sujet "Inferenza statistica"
Mukhopadhyay, Nitis. Probability and statistical inference. New York : Marcel Dekker, 2000.
Trouver le texte intégralTan, W. Y., et N. Balakrishnan, dir. Robust inference. New York, USA : M. Dekker, 1986.
Trouver le texte intégralStatistical inference. Chestnut Hill, MA : Epidemiology Resources Inc., 1990.
Trouver le texte intégralT, Jolliffe I., et Jones Byron 1951-, dir. Statistical inference. Oxford : Oxford University Press, 2002.
Trouver le texte intégralBromek, Tadeusz, et Elżbieta Pleszczyńska, dir. Statistical Inference. Dordrecht : Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-0575-7.
Texte intégralPanik, Michael J. Statistical Inference. Hoboken, NJ, USA : John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118309773.
Texte intégralL, Berger Roger, dir. Statistical Inference. 2e éd. Australia : Thomson Learning, 2002.
Trouver le texte intégralGarthwaite, Paul H. Statistical inference. 2e éd. Oxford : Oxford University Press, 2002.
Trouver le texte intégralOakes, Michael W. Statistical inference. Chestnut Hill, MA : Epidemiology Resources Inc., 1990.
Trouver le texte intégralSilvey, S. D. Statistical inference. London : Chapman and Hall, 1988.
Trouver le texte intégralChapitres de livres sur le sujet "Inferenza statistica"
Rotondi, Alberto, Paolo Pedroni et Antonio Pievatolo. « Inferenza statistica e verosimiglianza ». Dans UNITEXT, 323–72. Milano : Springer Milan, 2005. http://dx.doi.org/10.1007/88-470-0348-2_9.
Texte intégralRotondi, Alberto, Paolo Pedroni et Antonio Pievatolo. « Inferenza statistica e verosimiglianza ». Dans UNITEXT, 405–62. Milano : Springer Milan, 2021. http://dx.doi.org/10.1007/978-88-470-4010-6_10.
Texte intégralRotondi, Alberto, Paolo Pedroni et Antonio Pievatolo. « Inferenza statistica e verosimiglianza ». Dans UNITEXT, 347–98. Milano : Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2364-2_9.
Texte intégralBattaglia, Francesco. « Inferenza statistica per processi aleatori ». Dans UNITEXT, 143–45. Milano : Springer Milan, 2007. http://dx.doi.org/10.1007/978-88-470-0603-4_8.
Texte intégralNordholt, Eric Schulte. « Applications of Statistical Disclosure Control at Statistics Netherlands ». Dans Inference Control in Statistical Databases, 203–12. Berlin, Heidelberg : Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/3-540-47804-3_17.
Texte intégralEwens, Warren J., et Gregory R. Grant. « Statistics (i) : An Introduction to Statistical Inference ». Dans Statistical Methods in Bioinformatics, 105–27. New York, NY : Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4757-3247-4_3.
Texte intégralLynch, Scott M. « Statistical Inference ». Dans Using Statistics in Social Research, 83–105. New York, NY : Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-8573-5_6.
Texte intégralKroese, Dirk P., et Joshua C. C. Chan. « Statistical Inference ». Dans Statistical Modeling and Computation, 121–59. New York, NY : Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-8775-3_5.
Texte intégralRahlf, Thomas. « Statistical Inference ». Dans Handbook of Cliometrics, 471–507. Berlin, Heidelberg : Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-642-40406-1_16.
Texte intégralGooch, Jan W. « Statistical Inference ». Dans Encyclopedic Dictionary of Polymers, 998. New York, NY : Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-6247-8_15388.
Texte intégralActes de conférences sur le sujet "Inferenza statistica"
Jones, Peter, Kay Lipson et Brian Phillips. « A role for computer intensive methods in introducing statistical inference ». Dans Proceedings of the First Scientific Meeting of the IASE. International Association for Statistical Education, 1993. http://dx.doi.org/10.52041/srap.93311.
Texte intégralBorovcnik, Manfred. « Informal inference – approaches towards statistical inference ». Dans Decision Making Based on Data. International Association for Statistical Education, 2019. http://dx.doi.org/10.52041/srap.19101.
Texte intégralWeldon, Larry. « From data to graphs to words - but where are the models ? » Dans Statistics Education and the Communication of Statistics. International Association for Statistical Education, 2005. http://dx.doi.org/10.52041/srap.05206.
Texte intégralGarcía-García, Jamie, Gonzalo Chávez, Liliana Tauber et Nicolás Fernández. « Knowledge Elements of Statistical Literacy in Informal Inferential Reasoning of Middle School Students ». Dans Bridging the Gap : Empowering and Educating Today’s Learners in Statistics. International Association for Statistical Education, 2022. http://dx.doi.org/10.52041/iase.icots11.t14f1.
Texte intégralLiu, Wenqi, et Von Bing Yap. « On inferential techniques used in studies on teaching statistics ». Dans Decision Making Based on Data. International Association for Statistical Education, 2019. http://dx.doi.org/10.52041/srap.19421.
Texte intégralMu, Weiyan, et Xiaona Yuan. « Statistical inference for ANOVA under heteroscedasticity : Statistical inference ». Dans 2012 2nd International Conference on Consumer Electronics, Communications and Networks (CECNet). IEEE, 2012. http://dx.doi.org/10.1109/cecnet.2012.6201745.
Texte intégralOcampo, Shirlee, et Bladimir Ocampo. « Capacity building through project based learning in Bayesian statistics ». Dans Decision Making Based on Data. International Association for Statistical Education, 2019. http://dx.doi.org/10.52041/srap.19411.
Texte intégralMézard, Marc. « Statistical physics and statistical inference ». Dans GECCO '21 : Genetic and Evolutionary Computation Conference. New York, NY, USA : ACM, 2021. http://dx.doi.org/10.1145/3449639.3465420.
Texte intégralVancsó, Ödön, Peter Fejes Tóth et Manfred Borovcnik. « Conditional Probability, Bayes and Classical Statistics—Evaluation of the Planned Secondary-School Reform in Hungary ». Dans Bridging the Gap : Empowering and Educating Today’s Learners in Statistics. International Association for Statistical Education, 2022. http://dx.doi.org/10.52041/iase.icots11.t6g2.
Texte intégralTerán, Teresita. « Advantages of applying the project method to the teaching of statistics ». Dans New Skills in the Changing World of Statistics Education. International Association for Statistical Education, 2020. http://dx.doi.org/10.52041/srap.20604.
Texte intégralRapports d'organisations sur le sujet "Inferenza statistica"
Carroll, Raymond J. Research in Statistical Inference. Fort Belvoir, VA : Defense Technical Information Center, août 1991. http://dx.doi.org/10.21236/ada252928.
Texte intégralManski, Charles F. Remarks on statistical inference for statistical decisions. The IFS, janvier 2019. http://dx.doi.org/10.1920/wp.cem.2019.06.
Texte intégralManski, Charles F. Remarks on statistical inference for statistical decisions. The IFS, janvier 2019. http://dx.doi.org/10.1920/wp.cem.2019.0619.
Texte intégralDavid, Robert A. Order Statistics and Robust Inference. Fort Belvoir, VA : Defense Technical Information Center, novembre 1988. http://dx.doi.org/10.21236/ada203440.
Texte intégralKarr, Alan F. Statistical Inference for Stochastic Processes. Fort Belvoir, VA : Defense Technical Information Center, octobre 1987. http://dx.doi.org/10.21236/ada190491.
Texte intégralMasry, Elias. Statistical Inference from Sampled Data. Fort Belvoir, VA : Defense Technical Information Center, mai 1998. http://dx.doi.org/10.21236/ada342544.
Texte intégralGimpel, K., et D. Rudoy. Statistical Inference in Graphical Models. Fort Belvoir, VA : Defense Technical Information Center, juin 2008. http://dx.doi.org/10.21236/ada482530.
Texte intégralBatchelder, William H. Statistical Inference for Cultural Consensus Theory. Fort Belvoir, VA : Defense Technical Information Center, février 2014. http://dx.doi.org/10.21236/ada605989.
Texte intégralHill, Bruce M. Bayesian Nonparametric Prediction and Statistical Inference. Fort Belvoir, VA : Defense Technical Information Center, septembre 1989. http://dx.doi.org/10.21236/ada218473.
Texte intégralZhao, Hongwei, et David Oakes. Statistical Inference for Quality-Adjusted Survival Time. Fort Belvoir, VA : Defense Technical Information Center, août 2004. http://dx.doi.org/10.21236/ada437896.
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