• Spanos, A.: Statistical Foundations of Econometric Modelling, 1986, (S)
• Greene, W. H.:Econometric Analysis, 1998, Fourth Edition, (G)
• Amemiya, T.:Introduction to Statistics and Econometrics, 1994, (A)
• Dudewicz, E. J., and S. N. Mishra, Modern Mathematical Statistics, 1988, (DM)

Currently the handouts are in DVI (.dvi) format. To download the files, just click on the following links and save the file to an appropriate place. Assuming that you are using the computers in the Baker lab, to open the file you need to activate the TrueTex Previewer which is in 'Start\Programs\Word Processing\Scienticfic Workplace 3.0\TrueTex Priviewer'. Or you can use any kind of DVI file viewer.

• Syllabus
• Lecture 1: Introduction to Probability and Statistics
• Lecture 2: Random Variables and Probability Distributions
• Lecture 3: Probabilities in Finite Sample Space: Elements of Combinational Algebra
• Lecture 4: Special Distributions
• Lecture 5: Probability Transformation
• Lecture 6: Asymptotic Theory

• Problem set 1 Answer Key: 504hwk1.zip
• Problem set 2

• Rice Virtual Lab in Statistics:
• Stats and Demo & Simulations
• Dr. Yoosoon Chang's Lecture Notes:   Part I  12   3  45,   Part II  12  3  4,   Part III 1  2 3

Three take home problem sets. Inclass openbook midterm and final exam. Final exam will be 30\% of the final grade. Homework exercises and midterm each will make up 35\% of final grade.
 
 

A.Probability Theory

1.The Calculus of Probability
S- 3.1-3.3; G- 3.1-3.2.2, 3.6-3.7.3; A- 2.5; DM-Chp. 1-2.

2. Mathematical Expectations and Moments of Random Variables
S- 4.1-4.3, 4.5, 5.1, 5.3, 5.4.; G- 3.3, 3.5-3.7; A- 4;DM-Chp 5.

3. Special Distributions
S- 4.4, 5.2, Appendix 6.1; G- 3.4, 3.8, 3.10; A- 5;DM-Chp. 3-4.5

4. Probability Transformations:
S- 6.1-6.3, 7; DM-Chp.4.5-4.8

5. Asymptotic Theory and Limiting Distributions:
S- 9.1-9.3, 10.1-10.2; G- 4.4.1-4.4.2; A- 6.1-6.2;DM-Chp. 6.
 

B. Statistical Inference and Regression

1. Sampling Distributions:
S- 11.1-11.2, 11.5; G- 4.1-4.2, 4.4.1.

2. Estimation
S- 12.1-12.3, 13.1-13.3; G- 4.3, 4.4.6, 4.5-4.6; A- 7, 8; DM-Chp. 7-8.

3. Testing for Statistical Hypothesis:
S- 11.3-11.4, 14.1-14.6; G- 4.7; A- 9.1-9.2; DM-Chp. 9.

4. Regression and Correlation:
G- 5.1-5.6, 6.1-6.3; A- 10.2-10.3; DM-Chp. 14

5. Bayesian Methods:
A- 8.3.