ABSTRACT

This short book introduces the main ideas of statistical inference in a way that is both user friendly and mathematically sound. Particular emphasis is placed on the common foundation of many models used in practice. In addition, the book focuses on the formulation of appropriate statistical models to study problems in business, economics, and the social sciences, as well as on how to interpret the results from statistical analyses.

The book will be useful to students who are interested in rigorous applications of statistics to problems in business, economics and the social sciences, as well as students who have studied statistics in the past, but need a more solid grounding in statistical techniques to further their careers.

Jacco Thijssen is professor of finance at the University of York, UK. He holds a PhD in mathematical economics from Tilburg University, Netherlands. His main research interests are in applications of optimal stopping theory, stochastic calculus, and game theory to problems in economics and finance. Professor Thijssen has earned several awards for his statistics teaching.

chapter 1|9 pages

Statistical Inference

chapter 2|28 pages

Theory and Calculus of Probability

chapter 3|8 pages

From Probability to Statistics

chapter 6|21 pages

Estimation of Parameters

chapter 7|17 pages

Confidence Intervals

chapter 8|27 pages

Hypothesis Testing

chapter 9|15 pages

Linear Regression

chapter 10|22 pages

Bayesian Inference