Inferência e Modelação Estatística

Probabilidades, Estatística e Modelos Lineares Generalizados

de Manuel L. Esquível, Pedro P. Mota

This text aims to present an introduction to some important topics in Mathematical Statistics and their applications. The text was developed from notes of lessons from the curricular unit Inference and Statistical Modeling, from the second year of the Masters in Mathematics and Applications at FCT Nova da UNL. In this edition and with regard to applications, we insist on generalised linear models. The study of moment generating functions is developed as a means of exploring basic results of mathematical statistics such as the central limit theorem and the laws of large numbers; we emphasise that the current and most effective approach to these results is made with the use of characteristic functions that require a previous study of the theory of complex variable functions.