ESMA 5015 Simulation

General Syllabus
List of Stories of the Data sets
Homeworks and Exams
Some Basic Ideas and Concepts Introduction to ESMA 5015
R Some Commands in R
Probability Introduction
Conditional Probability and Independence
Random Variables and Random Vectors
Expectation of a R.V.
Functions of a R.V. - Transformations
Limit Theorems
Some Standard Distributions Discrete Distributions
Continuous Distributions
Distribution Arising in Statistics
Generating Random Variables General Methods
Special Cases
Basic Statistics Estimation
Hypothesis Testing
Power of a Hypothesis Test
Bayesian Statistics
Estimation Properties of Estimators
Methods for Finding Estimators
Hypothesis Testing Methods for Finding Hypothesis Tests
Some Standard Hypothesis Tests
Interval Estimation Methods for Finding Interval Estimates
Stochastic Processes Discrete - Time Markov Chains
MCMC - Markov Chain Monte Carlo
Poisson Process
Brownian Motion and Stationary Processes
The Bootstrap Idea and Applications