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