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- Advanced statistics books recommendation 9 answers
I'm attending a course in Advanced Statistics and I want to find materials and exercises (like the MIT Open Courses) which cover the syllabus. We're using the book Stochastic Modeling and Mathematical Statistics.
The topics are:
- Review of discrete and continuous random variables.
- Random vectors.
- Transformations of random variables and of random vectors.
- Simulation of random variables.
- Strong laws of large numbers and the central limit theorem.
- Parametric statistical models.
- Parameter estimation: maximum likelihood and Bayesian methods.
- Hypothesis testing.
- Regression models.