Lecture Notes on
Probability and Statistics Theory
for Economists
Yongmiao Hong
Department of Economics &
Department of Statistical Science
Cornell University
Email:
January 2011
c 2011 Yongmiao Hong. All rights reserved.
1
This study source was downloaded by 100000857259159 from CourseHero.com on 12-26-2022 13:18:07 GMT -06:00
https://www.coursehero.com/file/6680784/Chapter-1/
, Outline of Contents
Chapter 1 Introduction to Econometrics
Chapter 2 Foundation of Probability Theory
2.1 Random Experiments
2.2 Basic Concepts of Probability
2.3 Review of Set Theory
2.4 Fundamental Probability Laws
2.5 Methods of Counting
2.6 Conditional Probability
2.7 Independence of Events
2.8 Conclusion
Chapter 3 Random Variables and Univariate Probability Distributions
3.1 Random Variables and Distribution Functions
3.2 Discrete Random Variable
3.3 Continuous Random Variables
3.4 Functions of a Random Variable
3.5 Mathematical Expectations
3.6 Moment Generating Function
3.7 Characteristic Function
Chapter 4 Important Parametric Distributions
4.1 Introduction
4.2 Discrete Distributions
4.3 Continuous Probability Distributions
Chapter 5 Random Vectors and Multivariate Probability Distribution
5.1 Random vectors and Joint Probability Distributions
5.2 Marginal Distributions
5.3 Conditional Distributions
5.4 Independence
5.5 Empirical Applications
5.6 Bivariate Transformation
5.7 Expectations Under Multivariate Distributions
2
This study source was downloaded by 100000857259159 from CourseHero.com on 12-26-2022 13:18:07 GMT -06:00
https://www.coursehero.com/file/6680784/Chapter-1/
Probability and Statistics Theory
for Economists
Yongmiao Hong
Department of Economics &
Department of Statistical Science
Cornell University
Email:
January 2011
c 2011 Yongmiao Hong. All rights reserved.
1
This study source was downloaded by 100000857259159 from CourseHero.com on 12-26-2022 13:18:07 GMT -06:00
https://www.coursehero.com/file/6680784/Chapter-1/
, Outline of Contents
Chapter 1 Introduction to Econometrics
Chapter 2 Foundation of Probability Theory
2.1 Random Experiments
2.2 Basic Concepts of Probability
2.3 Review of Set Theory
2.4 Fundamental Probability Laws
2.5 Methods of Counting
2.6 Conditional Probability
2.7 Independence of Events
2.8 Conclusion
Chapter 3 Random Variables and Univariate Probability Distributions
3.1 Random Variables and Distribution Functions
3.2 Discrete Random Variable
3.3 Continuous Random Variables
3.4 Functions of a Random Variable
3.5 Mathematical Expectations
3.6 Moment Generating Function
3.7 Characteristic Function
Chapter 4 Important Parametric Distributions
4.1 Introduction
4.2 Discrete Distributions
4.3 Continuous Probability Distributions
Chapter 5 Random Vectors and Multivariate Probability Distribution
5.1 Random vectors and Joint Probability Distributions
5.2 Marginal Distributions
5.3 Conditional Distributions
5.4 Independence
5.5 Empirical Applications
5.6 Bivariate Transformation
5.7 Expectations Under Multivariate Distributions
2
This study source was downloaded by 100000857259159 from CourseHero.com on 12-26-2022 13:18:07 GMT -06:00
https://www.coursehero.com/file/6680784/Chapter-1/
