EC__48902 - course and, therefore, students are not...

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Syllabus EC 489 - Special Topics in Economics: Statistics Summer 2011 Instructor : Cavit Pakel Course Description: This is an introductory course in mathematical statistics and is designed to provide students with the essential background and tools for graduate level study in second part will mainly focus on a discussion of the moments of a random variable and a survey of the common probability distributions, along with their main properties. The aim of the last part is to provide an understanding of fundamentals of estimation and hypothesis testing. Textbooks Main Reference: John E. Freund±s Mathematical Statistics with Applications, 7th ed., Irwin Miller and Marylees Miller. Additional Advanced Level Reference: Statistical Inference, 2nd ed., George Casella and Roger L. Berger. Lectures will exclusively be based on the main reference. While the second reference provides a more thorough treatment of some of the topics covered, its level is beyond what is aimed for this
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Unformatted text preview: course and, therefore, students are not required to obtain it. Time and Location: TBA O¢ ce Hours: TBA Grading and Exams: TBA Tentative Structure of the Course Part I: Introduction to the Main Concepts in Statistics & Events, probability, Bayes±Theorem. & Discrete and continuous random variables; probability distributions and probability density functions; multivariate, marginal and conditional distributions. Part II: Building Blocks & Expectation, conditional expectation and other moments of random variables; moment gen-erating functions; Chebyshev±s Theorem. & Analysis of common probability distributions and probability densities. Part III: Estimation and Hypothesis Testing & Sampling distributions, Chi-Square, Student±s t- and F-distributions. & Point and interval estimation, unbiasedness, e¢ ciency, consistency. & The maximum likelihood method and the method of moments. & Hypothesis testing and tests concerning various statistics of interest....
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This note was uploaded on 10/25/2011 for the course ECON 501 taught by Professor Zobuz during the Spring '11 term at Istanbul Technical University.

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