MECO 7312: Advanced Statistics and Probability

Syllabus

Lecture 1: Basic probability theory

Lecture 2: Expectation and transformation of random variables

Lecture 3: Multivariate random variables

Lecture 4: Common families of distributions

Lecture 5: Properties of random samples

Lecture 6: Large sample theory

Lecture 7: Point estimation

Lecture 8: Maximum likelihood estimation

Lecture 9: Bayesian inference

Lecture 10: Hypothesis testing I

Lecture 11: Hypothesis testing II

Lecture 12: Interval estimation and simulation techniques

Lecture 13: Statistical properties of ordinary least squares

Lecture 14: Statistical properties of ordinary least squares

Lecture 15: Statistical properties of ordinary least squares

Problem Set 1

Problem Set 2

Problem Set 3