241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
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Part 2: Random Samples and Estimation
1. Properties of a Random Sampl
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
Econometrics Sequence
I
241A Econometrics I: Probability and Statistics (Oli
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
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Part 2: Random Samples and Estimation
1. Properties of a Random Sampl
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
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Part 2: Random Samples and Estimation
1. Properties of a Random Sampl
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
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Part 1: Probability
1. Introduction
2. Probability
3. Distributions
4
Econ 241A Probability, Statistics and Econometrics
Fall 2014
Problem Set 1
Problems:
1. The probability that family A buy a car is 0.7, the probability that family B buy a
car is 0.5, and the probabil
Econ 241A Probability, Statistics and Econometrics
Fall 2014
Problem Set 3
(From Goldberger)
1. Let A = cfw_X 1 and B = cfw_|X | 2. Consider these two distributions:
(i) Rectangular on the interval [0
Econ 241A Probability, Statistics and Econometrics
Fall 2014
Problem Set 2
1. Consider these three events:
A = cfw_X = 1
B = cfw_X = 3
C = cfw_X = 4
Consider also these two discrete probability distri
Econ 241A Probability, Statistics and Econometrics
Fall 2009
Problem Set 5
1. (Convergence in distribution does not imply convergence in probability) Define the following sequence of
variables over th
241A
Problem Set 7 Solutions
November 30, 2010
1. (Consistency of the sample slope) Recall that we introduced earlier on what was the best linear predictor for Y given X, when Y and X were jointly dis
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
Part 1: Probability Theory
1. Introduction
2. Probability
3. Distributions
4
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
Part 1: Probability theory
1. Introduction
2. Probability
2.1
2.2
2.3
2.4
Se
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
1 / 41
Part 2: Random Samples and Estimation
1. Properties of a Random Sampl
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
1 / 37
Part 2: Random Samples and Estimation
1. Properties of a Random Sampl
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
1 / 35
Part 2: Random Samples and Estimation
1. Properties of a Random Sampl
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
Part 1: Probability
1. Introduction
2. Probability
3. Common Distributions
3
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
Today
1. Best mean predictor
2. Moments and Moment Generating Functions
3. D
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
Part 1: Probability Theory
1. Introduction
2. Probability
3. Distributions
4
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
1 / 39
Part II
1. Properties of a Random Sample
2. Random Sample
3. Asymptot
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
Part 1: Probability
1. Introduction
2. Probability
3. Distributions
4. Trans
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
1 / 39
Part 1: Probability
1. Introduction
2. Probability
3. Distributions
4
241A-Probability, Statistics and Econometrics
Paulina Oliva
Department of Economics
University of California, Santa Barbara
Part 1: Probability theory
1. Introduction
2. Probability
2.1
2.2
2.3
2.4
Se
241A
Problem Set 5 Solutions
November 9, 2010
1. Let X and S2 denote the sample mean and sample variance in a random sampling of size n = 17 from a
n(10, 102) population (or we can write Xi n(10, 102)