MATSUURA SOICHI, Ph.D.

About

Course Information

Instructor: Thomas Richardson
Teaching Assistant: Laina Mercer

Time and place:
T 1:30-2:50 Thomson Hall (THO 125)
Th 1:30-2:50 Thomson Hall (THO 125)

詳しい情報と講義ノートは以下のサイトより入手可能
Course web-page: http://www.stat.washington.edu/tsr/s481

Purpuse

Purpuse of the course

This course is an introduction to the mathematical theory of probability and statistical inference at the calculus level. The course explains the basic theory and principles underlying statistical methods. Emphasis will be on mastering concepts and techniques needed for subsequent work in economics and econometrics.

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Text and Study Guide

テキスト1：A.S. Goldberger, A course in Econometrics, Harvard, 1991.
テキスト2：J. Rice: Mathematical Statistics and Data Analysis, Duxbury; Third Edition,2006.
テキスト3：J.D. Angrist, J.-S. Pischke: Mostly Harmless Econometrics. Princeton University Press, 2008.

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Date and Contents

2012.09.27(Thu)

第1回 Review: Probability

2012.10.02(Tue)

第2回 Univariate Probability Distributions

2012.10.04(Thu)

第3回 Functions of Random Variables

2012.10.09(Tue)

第4回 Expectations: Univariate Case

2012.10.11(Thu)

第5回 Moment generating functions

2012.10.16(Tue)

第6回 Bivariate Probability Distributions

2012.10.18(Thu)

第7回 Functions of Two Random Variables

2012.10.23(Tue)

第8回 Expectations: Bivariate Case

2012.10.25(Thu)

第9回 Independence; Normal Distributions

2012.10.30(Tue)

第10回 Bayesian inference

2012.11.01(Thu)

第11回 Midterm

2012.11.06(Tue)

第12回 Bayesian inference

2012.11.08(Thu)

第13回 Univariate Sampling Distributions

2012.11.13(Tue)

第14回 Hypothesis Testing

2012.11.15(Thu)

第15回 Interval Estimation

2012.11.20(Tue)

第16回 Parameter Estimation

2012.11.22(Thu)

Thanksgiving Holiday

2012.11.27(Tue)

第17回 Asymptotic Distribution Theory

2012.11.29(Thu)

第18回 Maximum Likelifood

2012.12.04(Tue)

第19回 The Cramer-Rao Inequality

2012.12.06(Thu)

第20回 Asymptotic Confidence Intervals