PSTAT 120B
Probability & Statistics II: Introduction to Mathematical Statistics
Review from PSTAT 120A
Topics: Random Variables, Expected Value, Variance, Moment-generating Functions, Limit Theorems, Tail Bounds
Chapter 6: Functions of RVs
Topics: Method of CDF, Method of Transformation, Method of MGF, Bi-variate Transformation, Order Statistics
Some videos on Chapter 6 - Functions of random variables
PDF Method
MGF Method
Order Statistics
Chapter 7: Sampling Distribution & CLT
Topics: Statistics, Sample Mean, Sample Variance, Sampling Distribution, the Central Limit Theorem, and Normal Approximation to Binomial
Coming soon...
Chapter 8A: Introduction to Point Estimation
Topics: Bias, MSE, common unbiased estimators
Midterm Review
Practice Problems...
Chapter 9: Optimality Concepts and Methods
Topics: Consistency, Sufficiency, Efficiency, Fisher Information, Rao-Blackwell Theorem, Maximum Likelihood Estimators, Method of Moments
Sufficient Statistics Video
Maximum Likelihood Estimation (with Indicator)
Chapter 8B: Introduction to Interval Estimation
Topics: Confidence Intervals
Chapter 10: Hypothesis Testing
Topics: Null Hypothesis, Alternative Hypothesis, Type I Error, Type II Error, p-value
Final Prep
More problems will be posted soon...
UCSB CLAS ECON & STATS