Econ 7818: Mathematical statistics for economists
Lecture notes available online:
In more of a chapter form: Chapter 2 (An introduction to statistics) and 3 (Quick on set theory)
Probability Theory
The basics of probability theory
The basics of conditional probability
Baye's theorem, an example: fighter pilots shooting down the wrong guy - Jeff Merrell An excel spreadsheet to go with Jeff's example
Odds, odd ratios, probabilities, and the logit
Random variables
Univariate random variables:
Mixture distributions: an example - Stephen Nicar
Desire and chocolate quiz: censoring, Wonju, Youngho and Qing (Mathematica nb.)
Desire and chocolate quiz: censoring, Jieun, Shelley and Hakon (Mathematica nb.)
Truncation: Jessica Weber, Bharadwaj Kannan and John Bordeman, November 2010
A dash on moments: moments, moment-generating functions, and method-of-moments estimators
Willingness to pay, CDF and Prob of voting yes
Notes on the Chi-squared distribution, James Blanchard, Michael Manser and Subhiksha Swamy, November 2010
Notes on the t distribution, Na Kyeong Lee, John Meakin and John Singleton, November 2010
Joint random variables:
Quiz: The probability of being a cool professor in Cambridge: beer and NASCAR - Song Bo, James and Chih Ming (Mathematica nb.)
Quiz: The probability of being a cool professor in Cambridge: beer and NASCAR - Jieun, Shelley and Hakon (Mathematica nb.)
Notes on the multivariate Normal by Rebecca Jennings, Mary Wakeman-Linn and Xin Zhao, November 2010
Notes on conditional CDFs: Austin Smith, Brett Block and Anthony Schreck, December 2010
Population, sample and random sample
The joint density of the sample: population, sample, and random sample
How to draw a random sample from a population with density function f(X)
Debbie, Chad and Steve us Mathematica to create random samples from for three different density functions - you will need the Mathematica software to open Mathematica notebooks
Jun, Yang-ho and Yiqing use Mathematica to create random samples for three different density functions - you will need the Mathematica software to open Mathematica notebooks
Jieun, Nhan Le, and Kristin use Mathematica to draw random samples and investigate sampling variability - you will need the Mathematica software to open Mathematica notebooks
James, Greg and Hakon use Mathematica to draw random samples and investigate sampling variability - you will need the Mathematica software to open Mathematica notebooks
Sampling distributions
A bit on sampling distributions
Estimation:
The central problem in statistics: estimation
Point versus interval estimators
A dash on moments: moments, moment-generating functions, and method-of-moments estimators
Lectures on maximium likelihood estimators
An introduction to maximum likelihood estimators
OLS estimators
Another method of estimation: least squares
Inteval estimators with a bit of hypothesis testing
Three minutes on interval estimation
More on sampling distributions and confidence intervals
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