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- 1. Outcomes, event, probabilities.
- 1.1 Sets of outcomes, events, axioms of probability.
- 1.2 Conditional probability, independence.
- 2. Random variables.
- 2.1 Random variables and their distributions.
- 2.2 Discrete random variables..
- 2.3 Continuous random variables.
- 2.4 Functions of random variables.
- 3. Joint distributions.
- 3.1 Discrete joint distributions.
- 3.2 Continuous joint distributions.
- 3.3 Conditional distributions.
- 3.4 Independence.
- 4. Expectation.
- 4.1 Definition of expectation.
- 4.2 Variance and covariance.
- 4.3 Conditional expectation.
- 5. Central limit theorem.
- 5.1 Convergence of distributions.
- 5.2 Central limit theorem.
- 6. Sampling.
- 6.1 Simple random sampling.
- 6.1 Standard error and confidence intervals.
- 6.2 Stratified sampling.
- 7. Parameter estimation.
- 7.1 Statistical models.
- 7.1 Estimators, standard errors.
- 7.2 Maximum likelihood method.
- 7.3 Asymptotic properties.
- 8. Hypothesis testing.
- 8.1 Basic idea, Neyman-Person.
- 8.2 Test statistics and its distribution.
- 8.3 Size and power of the test.
- 8.4 Likelihood ratio test.
- 9. Linear regression.
- 9.1 Definition of regression model.
- 9.2 Parameter estimation.
- 9.3 Gauss-Markov theorem.
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