Statistics

Code: PECO6048
Course: Doctorate in Economics
Credits: 0
Hourly load: 30
Syllabus: Introduction to Probability, conditional probability and independence, one-dimensional random variables, d-dimensional random variables, some important random variables (discrete and continuous), further characterization of random variables, sampling distributions, parameter estimation, and tests of hypotheses.
Bibliography: Ross, S. A..First Course in Probability, 8th edition, Prentice Hall, 2009.
Greene, W.H..Econometric Analysis, 6th edition, Prentice Hall, 2007.
Montgomery D. C.;RungerG.C..Applied Statistics and Probability for Engineers, 5th edition, John Wiley & Sons, 2011.
Meyer, P.L..Introductory Probability and Statistical Applications, 2nd edition, Addison-Wesley Publishing Company, 1970.

Bibliografia complementar (Complementary References):
Casella G.;Berger, L. R..Statistical inference, 2ndedition,Duxbury Advanced Series, 2001.
Pinsky, M.A.;Karlin, S..An introduction to stochastic modeling, 4th edition, Elsevier, 2011.