This course is from MIT’s Economics department. The course materials include readings, lecture notes, assignments, exams, and study materials. Topics covered include probabilistic concepts, normal distribution, limit theorems, sample histograms, sample moments, likelihood function, sufficient statistics, point estimators, method of moments, efficient estimators, Rao-Cramer bound, large sample properties of MLE, Bayesian concepts, testing concepts, testing UMP, Neyman-Pearson lemma, large sample tests, and confidence sets construction.
Statistics and Probability
COURSEWARE MODULE
Undergraduate