MECO 7312: Advanced Statistics and Probability

This page contains materials for MECO 7312: Advanced Statistics and Probability.

Syllabus

• Syllabus

Lecture Notes

• Week 1: Probability Theory
• Week 2: Properties of Random Variables
• Week 3: Multivariate Random Variables
• Week 4: Multivariate Random Variables II
• Week 5: Properties of a Random Sample
• Week 6: Large Sample Theory
• Week 7: Point Estimation
• Week 8: Maximum Likelihood Estimation Part I
• Week 9: Maximum Likelihood Estimation Part II
• Week 9b: Bayesian Inference
• Week 10: Hypothesis Testing
• Week 11: Hypothesis Testing
• Week 12: Interval Estimation and Simulation