This course is an introduction to the mathematical theory of probability and statistical inference. It focuses on the basic theory and principles underlying statistical methods. Emphasis will be placed on mastering concepts and techniques needed for subsequent work in economics, econometrics, and other disciplines. Students who complete 481/580 will be well prepared to study the application of statistical methods in courses such as STAT 421/423/427, ECON 581/582, or other similar courses.
[Assignment 1] Due: October 3rd.
[Assignment 2] Due: October 10th.
[Assignment 3] Due: October 17th. With solutions.
[Assignment 4] Due: October 24th. With solutions.
[Assignment 5] Due: October 31st. For Q 1, you can do Golberger 5.8 (A,C only). With solutions.
[Assignment 6] Due: Wednesday, November 28th.
[Assignment 7] Due: Monday, December 3rd. With solutions (to 6&7).
[Bonus] Due: Friday, December 7th. Please read the instructions carefully.
[Probability & Discrete RVs]
[RVs, CDFs & Transformations]
[Bivariate RVs and Conditioning]
[Conditional Expectation, Convergence]
[MLE, MOM] With partial answers.
[Bayesian Inference] With solutions.
Here are solutions to selected practice problems. I picked mainly the difficult questions.