Academic Skills: Probability and Inference

2018-2019
Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.

Doel vak

Contemplate the links between notions of probability and inference.
Stimulate thinking of economic data as realization of random variables.
Learn how to make use of the information contained in the data. Practice
how to implement tests and simulations using matrix-oriented software.
Study how to present results.

Inhoud vak

• Practice implementing exercises in software in a matrix-oriented
environment
• Think about presentation in writing and wording: What is
important for audience, what does it mean to be complete, clear,
concise, and academic?
• Revisit the notions of conditional density and conditional
expectation and explore their role in inference.
• Revisit the Law of Large Numbers (LLN) and the Central Limit
Theorem (CLT) and explore their role in approximate inference.
• Understand the role of the random sample assumption in the LLN
and CLT, and discuss its adequacy in economics.
• Explore relationships between random variables.

Onderwijsvorm

Lectures, practicals, question hours

Toetsvorm

Assignments, presentation.
The final grade will only be granted if the conditions of Colloquium II
are met.

Literatuur

Slides and relevant articles

Aanbevolen voorkennis

Knowledge of analysis, probability theory and statistics at the first
year bachelor level.

Algemene informatie

Vakcode E_EOR1_ACSK
Studiepunten 6 EC
Periode P6
Vakniveau 100
Onderwijstaal Engels
Faculteit School of Business and Economics
Vakcoördinator dr. C.S. Bos
Examinator dr. C.S. Bos
Docenten dr. H.E.D. Houba
dr. C.S. Bos

Praktische informatie

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Werkvormen Hoorcollege, Computerpracticum
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