The primary objective of this course is to provide an introduction to mathematical statistics necessary for the subsequent study of econometrics and economic theory. No prior preparation in probability and statistics is required, but familiarity with linear algebra and multivariate calculus is assumed.
Announcements
Final Examination: Monday December 13.
Office: E52-262F
Email: mjansson@mit.edu
Office Hours: Tuesday, 10:30---12:00.
Office: E52-204
Email: tessada@mit.edu
Office Hours: Thursday, 4:00---6:00pm, room E52-232
Midterm Solutions (pdf)
Problem Sets
Problem Set 0 (pdf)
Problem Set 1 (pdf)
Problem Set 2 (pdf)
Problem Set 3 (pdf)
Problem Set 4 (pdf)
Problem Set 5 (pdf)
Problem Set 6 (pdf)
Problem Set 8 (pdf)
Problem Set 9 (pdf)
Problem Set 10 (pdf)
Problem Set Solutions
Problem Set 0 (pdf)
Problem Set 1 (pdf)
Problem Set 2 (pdf)
Problem Set 3 (pdf)
Problem Set 4 (pdf)
Problem Set 5 (pdf)
Problem Set 6 (pdf) (question 2 part c)
Problem Set 7 (pdf)
Problem Set 8 (pdf)
Problem Set 9 (pdf)
Problem Set 10 (pdf)
Section Notes
(comments are welcome)
Handout 1 (pdf)
Handout 2 (pdf)
Handout 3 (pdf)
Handout 4 (pdf)
Handout 5 (pdf)
Handout 6 (pdf)
Handout 7 (pdf)
Handout 8 (pdf)
Handout 9 (pdf)
Handout 10 (pdf)
Handout on Estimation (pdf) pages 6 and 7 were covered in recitation (11/05)
Practice Exercises Midterm (pdf)
Handout on Matrix Algebra (pdf)
Written by Guido Kuersteiner.
Nathan Barczi (from 14.102) pointed out that "there's a mistake in the proof that eigenvectors associated with distinct eigenvalues are linearly independent (p. 11). The proof works for symmetric matrices, but not for general ones (plus there are counterexamples for nonsymmetric matrices)." So, if you are interested in finding a more general explanation, please read his handout for 14.102.
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Last updated: 12/10/2004.