Lectures on Probability, Statistics and Econometrics
by Marco Taboga
Publisher: statlect.com 2010
This e-book is organized as a website that provides access to a series of lectures on fundamentals of probability, statistics and econometrics, as well as to a number of exercises on the same topics. The level is intermediate.
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by Marcus Kracht - UCLA
Contents: Basic Probability Theory (Conditional Probability, Random Variables, Limit Theorems); Elements of Statistics (Estimators, Tests, Distributions, Correlation and Covariance, Linear Regression, Markov Chains); Probabilistic Linguistics.
by Cosma Rohilla Shalizi - Cambridge University Press
This is a draft textbook on data analysis methods, intended for a one-semester course for advance undergraduate students who have already taken classes in probability, mathematical statistics, and linear regression. It began as the lecture notes.
by G. D'Agostini - arXiv
Triggered by a recent interesting article on the too frequent incorrect use of probabilistic evidence in courts, the author introduces the basic concepts of probabilistic inference with a toy model, and discusses several important issues.
by Thomas G. Kurtz - University of Wisconsin
Covered topics: stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson measures, stochastic differential equations for general Markov processes.