Scribd Logo
Upload

Welcome to Scribd!

  • Probs & Statistics 2010

    Uploaded by

    james da
    73 views2 pages
    This syllabus outlines an intensive two-week introductory course in probability and statistics for students in the MSc Economics programme. The course will cover key topics including random variables and probability distributions, moments of random variables, commonly used distributions, joint and marginal distributions, transformations of random variables, inference, hypothesis testing, and univariate regression. Students will learn from lectures, classes, and by completing problem sets from the assigned textbooks to gain essential statistical background knowledge for their core economics courses.

    Original Description:

    adfa

    Copyright

    © Attribution Non-Commercial (BY-NC)

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    This syllabus outlines an intensive two-week introductory course in probability and statistics for students in the MSc Economics programme. The course will cover key topics including random variables and probability distributions, moments of random variables, commonly used distributions, joint and marginal distributions, transformations of random variables, inference, hypothesis testing, and univariate regression. Students will learn from lectures, classes, and by completing problem sets from the assigned textbooks to gain essential statistical background knowledge for their core economics courses.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    73 views2 pages

    Probs & Statistics 2010

    Uploaded by

    james da
    This syllabus outlines an intensive two-week introductory course in probability and statistics for students in the MSc Economics programme. The course will cover key topics including random variables and probability distributions, moments of random variables, commonly used distributions, joint and marginal distributions, transformations of random variables, inference, hypothesis testing, and univariate regression. Students will learn from lectures, classes, and by completing problem sets from the assigned textbooks to gain essential statistical background knowledge for their core economics courses.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 2

    SYLLABUS EC 400: September Introductory Course Probability and Statistics

    Marcia Schafgans September 2010


    This course intends to provide students with the essential background in probability and statistics for the core courses of the MSc Economics programme. The textbook for this course is: Larsen, Richard and Marx, Morris, An introduction to mathematical statistics and its applications , 4th edition, Prentice Hall. For plenty of exercises, the Schaum s Outline series has: Spiegel, M., Schiller, J. and Srinivasan, A., Schaum s Outlines: Probability and Statistics , 2nd edition, McGraw Hill. This is an intensive course: 10 lectures and 10 classes (starting Tuesday) will take place in 2 weeks. So, keeping up to date with the material and solving problem sets in time may be a demanding task. Topics covered: 1. Random variables and probability distributions (a) Sample space and events (b) Probability function (c) Conditional probability and independence of events (d) Random variables 2. Moments of a random variable (a) Expectation (b) Higher order moments (c) Percentiles and mode 3. Some frequently used distributions (a) Discrete distributions (b) Continuous distributions 1

    4. Joint, marginal and conditional distributions (a) Joint distribution (b) Marginal distribution (c) Conditional distribution (d) Covariance and independence of random variables 5. Functions and transformation of a random variable (a) Distribution of a function of a discrete random variable (b) Distribution of a function of a continuous random variable (c) Expectations of functions of random variables (d) Special transformation cases: (e) The law of large numbers (f) The central limit theorem 6. Inference (a) Sampling (b) Properties of estimators (c) Methods of estimation (d) Point versus Interval Estimate 7. Hypothesis testing (a) Basic denitions (b) Tests of the mean (c) Tests of the variance (d) Hypothesis testing and condence intervals 8. Univariate regression (a) Model denition and assumptions (b) Ordinary least squares (c) Maximum likelihood (d) Inference

    You might also like