# Thread: Good Introductory Mathematical Statistics Resources

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## Good Introductory Mathematical Statistics Resources

I am currently enrolled in Econometrics, and I am so lost in the class. The problem being, that I didn't take the necessary prereq. What happened was, I am a transfer student, so I got credit for the prereq, and it turns out that it's not helping me out much. In the class I took, we just did t-tests, calculated z-scores, etc. But now in Econmetrics, I am expecteced to understand Mathematical Statistics, and I don't.

Are there any resources (online stuff, books, etc.) which do a good job of teaching this stuff to a beginner in a pretty short period of time? Because the midterm is in about 2 weeks, and I am so lost. Preferably, there is some free online resources that I can use and teach myself most of this stuff.

P.S. It needs to be a book for beginners, because I have NOT taken much math. The highest math class I've taken so far is business calculus, which is a watered down version of calculus.

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I like the book "Mathematical Statistics and Data Analysis" by John Rice. It's more rigorous than "social science statistics" but not rigorous like measure theory.

It covers probability theory, all the popular distributions, normal theory, maximum likelihood, some bayesian stuff, and a few more topics. you only need to know up to multivariable calculus to read this book.

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My apologies. I posted material for a graduate course without reading the entire post. Sorry about that!

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what's the course textbook? Wooldridge, Johnson and Dinardo, Greene, and (I think) Gujarati all have appendices on probability and stats. That should be about the level you need, and nice and short. I think most econ programs use Newbold as a stats text, which is an intro-level sort of text. Though I'd really start with the appendix. Good luck.

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Originally Posted by can_econ
what's the course textbook? Wooldridge, Johnson and Dinardo, Greene, and (I think) Gujarati all have appendices on probability and stats. That should be about the level you need, and nice and short. I think most econ programs use Newbold as a stats text, which is an intro-level sort of text. Though I'd really start with the appendix. Good luck.
http://www.amazon.com/Introductory-E...6671217&sr=1-2

This is the textbook we're using. It has a chapter that reviews probability/statistics, but the problem is that I don't even have prior knowledge of what that chapter is "reviewing." Therefore, I'm looking for a really basic book that will breakdown this stuff.

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Not to hijack, but did anyone use the Watson/Stock book for undergrad econometrics?

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We used this for my undergrad metrics class http://www.amazon.com/Statistics-Eco...6672241&sr=1-1
The first part of the book is just elementary statistics. The whole book is pretty elementary. Check to see if you're library has it... Good luck!

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Originally Posted by zeira
We used this for my undergrad metrics class http://www.amazon.com/Statistics-Eco...6672241&sr=1-1
The first part of the book is just elementary statistics. The whole book is pretty elementary. Check to see if you're library has it... Good luck!
That's cool! I didn't know anyone else used that book. That book is nice, because it is quite clear, and is geared towards teaching the material, not being an encyclopedia of it.

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Originally Posted by C152dude
Not to hijack, but did anyone use the Watson/Stock book for undergrad econometrics?
I used a mixture of Newbold, Stock and Watson, Wooldridge and Greene at various times (plus Campbell, Lo and MacKinley, which is more advanced). I liked that Stock and Watson use only heteroskedasticity-robust estimators but I don't like how they use scalars instead of matrices, which actually makes it harder to write down equations.

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