Economics 771: Introduction to Statistics
Contact Information:
Optional Texts:
• Hogg, Robert, Joseph McKean, and Allen Craig, Introduction to Mathematical Statistics, 7th Edition
• Casella, George and Roger Berger, Statistical Inference, 2nd Edition
• Class notes
Syllabus
 Distributions A: Random Experiments Help w/ Understanding Urns and Dice B: Properties of Probability C: Methods of Enumeration Homework 1 D: Conditional and Marginal Probability E: Discrete Random Variables and Distributions Homework 2 F: Expectation G: Examples of Discrete Distributions H: Moment Generating Functions Homework 3 I: Discrete Multivariate Random Variables and Distributions J: Covariance and Correlation K: Conditional Distributions Homework 4 L: Continuous Random Variables and Distributions M: Examples of Continuous Distributions N: Continuous Multivariate Random Variables and Distributions Homework 5 Extra Credit Help with Extra Credit Sampling Distribution Theory A: Distributions of Functions of Random Variables B: Sums of Independent Random Variables C: Chi-Square Distribution D: t-Distribution & F-Distribution Homework 6 Limiting Distributions A: Central Limit Theorems B: Approximations for Discrete Distributions C: Limiting Moment Generating Functions Homework 7 Estimation A: Intuition/Roadmap B: Maximum Likelihood Estimation Homework 8 C: Attractive Properties of Estimators D: Method of Moments E: Asymptotic Theory Homework 9 F: Nonparametric and Semiparametric Density Estimation Homework 10 Testing A: Examples B: Definitions C: More Examples D: Best Critical Regions and Likelihood Ratio Tests E: Wald Tests, Lagrange Multiplier Tests, and Likelihood Ratio Tests Homework 11 F: Confidence Intervals Bayesian Statistics A: Bayes Theorem B: Terminology and Philosophy C: Examples Homework 12 D: How to Handle the Occurance of an Event w/ Zero Prior Probability Extra Applications
• Class Requirements
• Homework 10%
• Projects 10%
• Midterm 25%
• Final 55%
• We will have FUN
• Extra questions for studying
• Previous midterm
• Finals from 2012, 2013, and 2014.
• My "victims" from Fall 2014
• My "victims" from Fall 2015
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