I have taken a few econometrics courses and I know some things about distributions; things like skewedness, kurtosis, ect. However, there are other areas regarding distributions that I know I am weak on. I am particularly confused with the great variety of distributions out there. Surely, there is a plethora of choices regarding distribution in the existing literature. So here is a small list of questions I'd like to resolve to narrow the scope as well as some other preferences.
- True population distributions vs small-medium sample-size distributions, sometimes the underlying assumptions change? (I believe the Mahalanobis Distance equation is an example of this, in some sample sizes it assumes a chi sq, others a fishers T?)
- Intend to use in conjunction with econometric analysis and/or machine learning
- Math literacy is not my strong point, prefer a book with conceptual explanation, not just a slew of equations
- (optional) I use eviews and python, so if any book has companion data files using either of these packages, that would be a plus
Question: From the above, are there any suitable books for me? Thank you!