Lectures on Probability and Statistics for Graduate-Level Economics


I have condensed a set of materials from my own teaching of Probability and Statistics at the graduate level in Economics in a lecture notes volume. The volume deals with central topics of mathematical probability and statistics that are usually covered in graduate programs in Economics. In particular, the volume covers the foundations and applications of topics such as decision-making under uncertainty, data science, causality through Bayesian networks, Bayesian and non-Bayesian inference, as well as classical point and interval estimation. As a collection of lecture notes, the volume follows an intuitive approach with a wide variety of solved examples to help readers grasp the sort of abstract ideas in the field.

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This volume on Probability and Statistics is part of the World Scientific book series Lecture Notes in Economics and Policy.