Probability Theory and Statistical Inference: Empirical Modeling with Observational Data

ISBN-13: 9781107185142 / Angielski / Twarda / 2019 / 782 str.

Aris Spanos

Opis

This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.

Spis treści

1. An introduction to empirical modeling; 2. Probability theory as a modeling framework; 3. The concept of a probability model; 4. A simple statistical model; 5. Chance regularities and probabilistic concepts; 6. Statistical models and dependence; 7. Regression models; 8. Introduction to stochastic processes; 9. Limit theorems in probability; 10. From probability theory to statistical inference; 11. Estimation I: properties of estimators; 12. Estimation II: methods of estimation; 13. Hypothesis testing; 14. Linear regression and related models; 15. Mis-specification (M-S) testing.