Lectures on Probability, Statistics and Econometrics
by Marco Taboga
Publisher: statlect.com 2010
Description:
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.
Download or read it online for free here:
Read online
(online html)
Similar books
Basic Data Analysis and More: A Guided Tour Using Pythonby O. Melchert - arXiv
In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).
(16035 views)
Probability and Statistics Cookbookby Matthias Vallentin
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
(20713 views)
Bayesian Spectrum Analysis and Parameter Estimationby G. Larry Bretthorst - Springer
This work is a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis.
(19172 views)
Lectures on Stochastic Analysisby 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.
(15295 views)