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oleador · 2009 July 6th, 11:58 AM

Hi guys!

I am planning to study some textbook to prepare Probability and Statistics for my MSc at UPF. Frankly, I have forgotten almost everything I learned at school (and I didn't learn it that hard

, and I am sure I need more than a two-week refresher course. I am not even sure that two months will be enough, but I'll try to do something.

I started to study Mathematical Statistics and Data Analysis by John Rice. In general it's not hard, but sometimes I got stuck and it takes very much time to handle a problem.

So, ideally, I would like to have something at the same technical level as Rice (but not harder), and at the same time written more plainly with more explanations (and detailed solutions of the problems).

Here is the outline of the topics in Probability and Statistics that I will "refresh" at my September two-week course at UPF. Rice's contents generally coincide with this list.

2. Probability and Statistics
Part 1: Introduction to probability
a. probability and counting rules
b. conditional probability, independence
c. Bayes theorem
d. probability distributions
Part 2: Random variables
a. discrete random variables
b. cumulative distribution function
c. expectation of a random variable, variance
d. sums and averages of i.i.d random variables
e. discrete models
f. continuous random variables, probability density
g. continuous models: gaussian, chi-squared, t and F distributions
h. moments of a random variable, moment generating function
i. central limit theorem
j. other continuous models
Part 3: Basics of inference
a. sampling distributions
b. point estimation
c. confidence intervals
d. hypothesis testing
e. non parametric tests
f. power of a test
Part 4: Joint distributions
a. joint, marginal and conditional distributions
b. conditional moments, iterated expectation
c. covariance and correlation
d. the continuous case
e. the multivariate normal
f. linear combinations of normals
Part 5: Inference revisited
a. simple regression model, analysis of variance
b. properties of estimators
c. maximum likelihood estimation

Please, suggest a good book that I can handle in two months and get at least general knowledge on above-listed topics. Maybe, it doesn't have to be a book... whatever. Any advice is highly appreciated!!

Thank you!

Ancalagon The Black · 2009 July 6th, 10:52 PM

Can I ask you to try Mathematical Statistics by Miller and Miller and then move on to Probability Models by Sheldon Ross?

2009 July 6th, 11:58 AM	#1 (permalink)
oleador Within my grasp! Join Date: Feb 2009 Posts: 129	Books wanted for preparing Probability and Statistics for MSc ! Hi guys! I am planning to study some textbook to prepare Probability and Statistics for my MSc at UPF. Frankly, I have forgotten almost everything I learned at school (and I didn't learn it that hard , and I am sure I need more than a two-week refresher course. I am not even sure that two months will be enough, but I'll try to do something. I started to study Mathematical Statistics and Data Analysis by John Rice. In general it's not hard, but sometimes I got stuck and it takes very much time to handle a problem. So, ideally, I would like to have something at the same technical level as Rice (but not harder), and at the same time written more plainly with more explanations (and detailed solutions of the problems). Here is the outline of the topics in Probability and Statistics that I will "refresh" at my September two-week course at UPF. Rice's contents generally coincide with this list. 2. Probability and Statistics Part 1: Introduction to probability a. probability and counting rules b. conditional probability, independence c. Bayes theorem d. probability distributions Part 2: Random variables a. discrete random variables b. cumulative distribution function c. expectation of a random variable, variance d. sums and averages of i.i.d random variables e. discrete models f. continuous random variables, probability density g. continuous models: gaussian, chi-squared, t and F distributions h. moments of a random variable, moment generating function i. central limit theorem j. other continuous models Part 3: Basics of inference a. sampling distributions b. point estimation c. confidence intervals d. hypothesis testing e. non parametric tests f. power of a test Part 4: Joint distributions a. joint, marginal and conditional distributions b. conditional moments, iterated expectation c. covariance and correlation d. the continuous case e. the multivariate normal f. linear combinations of normals Part 5: Inference revisited a. simple regression model, analysis of variance b. properties of estimators c. maximum likelihood estimation Please, suggest a good book that I can handle in two months and get at least general knowledge on above-listed topics. Maybe, it doesn't have to be a book... whatever. Any advice is highly appreciated!! Thank you! _ _ _ _ SIG _ _ _ _ attending UPF (MSc Economics) Last edited by oleador : 2009 July 6th at 12:03 PM. Reason: incomplete info

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2009 July 6th, 10:52 PM	#2 (permalink)
Ancalagon The Black TestMagic Guru Join Date: Oct 2007 Location: Kolkata, India Posts: 1,156	Can I ask you to try Mathematical Statistics by Miller and Miller and then move on to Probability Models by Sheldon Ross?

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