ECON 503 - Probability and Mathematical Statistics
Section: 001
Term: FA 2018
Subject: Economics (ECON)
Department: LSA Economics
Credits:
3
Advisory Prerequisites:
Permission of instructor.
Repeatability:
May not be repeated for credit.
Primary Instructor:

ECON 503 is a graduate-level accelerated introduction to mathematical statistics. The purpose of this course is to provide students with a deep theoretical understanding of the fundamentals of probability theory and statistical inference. Topics include probability theory, discrete and continuous random variables and their probability distributions, multivariate distributions, sampling distributions, testing hypotheses, properties of estimators including maximum likelihood and method of moments, and least squares. More advanced topics include transformations of random variables, conditional distributions and conditional moments, and the Delta method in statistics.

ECON 503 - Probability and Mathematical Statistics
Schedule Listing
001 (LEC)
P
20826
Open
22
22Graduate Standing
-
TuTh 10:00AM - 11:30AM
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.


ISBN: 0321693949
An introduction to mathematical statistics and its applications, Author: Richard J. Larsen, Morris L. Marx., Publisher: Prentice Hall 5th ed. 2012
Required
Other Textbook Editions OK.
ISBN: 8131503941
Statistical inference, Author: George Casella, Roger L. Berger., Publisher: Wadsworth & Brooks/Cole 1990
Optional
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