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# Econ 709- Mathematical Statistics

Syllabus New Office Hour: Monday 4-5pm

Problem set 1 sol || 2 sol || 3 sol || 4 sol || 5 sol || 6 sol ||

Midterm date: Monday, 10/31/2011

Final date: Wednesday, 12/14/2011 11am-12:15pm

Course Outline and Redings:

Lecture 1. Introduction and Basic Set Theory, (1.1-1.3 of HMC)

Lecture 2. Probability as a Set Function and the Counting Rule (1.3 of HMC)

Lecture 3. Conditional Probability (1.3-4 of HMC)

Lecture 4. Conditional Probability and Random Variable (1.4-5 of HMC)

Lecture 5. Random Variable and Distribution Functions (1.5-7 of HMC)

Lecture 6. Distribution Function and Probability Density Functions (1.5-7 of HMC)

Lecture 7. Expectation and Important Inequalities (1.8-10 of HMC)

Lecture 8 & 9. Special Distributions (chapter 3 of HMC)

Lecture 10 &11. Random Vectors (chapter 2 of HMC)

Lecture 12 - 14. Convergence Concepts (chapter 4 of HMC)

Lecture 14. Central Limit Theorem. Lecture notes (chapter 4.4 of HMC)

Lecture 15. Convergence in Distribution, Continuous Mapping Theorem, Delta Method. Lecture notes.(chapter 4.3 of HMC)

Lecture 16. Point Estimation. Lecture notes. (chapter 4.1, 5.1 of HMC)

Lecture 17. Efficiency Comparison, Cramer-Rao Bound, Maximum Likelihood. Lecture notes.

Lecture 18. Maximum Likelihood Estimation, Large Sample Properties. Lecture notes.

Lecture 19. Confidence Interval Lecture notes.

Lecture 20. Hypothesis Testing Lecture notes.

Lecture 21. Hypothesis Testing II Lecture notes.

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