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:

- Probability and random variables
- axioms
- conditional probability
- Bayes’ Theorem

- Probability distribution
- Probability mass functions
- Probability density functions
- Cumulative distribution functions
- Multivariate distributions (joint, marginal, conditional)

- Moments and the moment generating function
- Transformation of random variables and order statistics
- Inequalities and convergence
- Approximation (Taylor approximations and the delta method)
- Efficient estimation
- The Cramer-Rao Theorem
- The Rao-Blackwell Theorem

- Markov chains
- Methods of Moments
- 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.