Math Camp, pt1

Math camp finally began yesterday, and has so far been void of sleeping bags, calculators, bow-ties, or witty jokes. The camp will be three weeks long, is not graded (but attendance is mandatory), and comprises 2 1/2 hours of lecture and 1 1/2 hours of application workshop each day.  The syllabus for the first half is as follows, and covers statistics for economics:

  1. Probability and random variables
    1. axioms
    2. conditional probability
    3. Bayes’ Theorem
  2. Probability distribution
    1. Probability mass functions
    2. Probability density functions
    3. Cumulative distribution functions
    4. Multivariate distributions (joint, marginal, conditional)
  3. Moments and the moment generating function
  4. Transformation of random variables and order statistics
  5. Inequalities and convergence
  6. Approximation (Taylor approximations and the delta method)
  7. Efficient estimation
    1. The Cramer-Rao Theorem
    2. The Rao-Blackwell Theorem
  8. Markov chains
  9. Methods of Moments
  10. Likelihood and maximum likelihood

I’m fairly familiar with everything on this list from previous classes except the following:

  • the delta method of approximation
  • Taylor approximations
  • Markov chains
  • multivariate distributions
  • the Rao-Blackwell Theorem

Part two of the camp will more directly cover mathematics, after part one treats statistics.