Fundamentals

Probability Theory

  • Probability Theory by Michel Goemans — MIT Math 18.310 (February 10, 2015)
    • inc. subsections on Expectation, Variance, Chebyshev’s Inequality, and Weak law of large numbers (proof via Chebyshev)

Probability Distributions

Resources:

Distributions:

Concepts:

Gaussian Distribution

Moment Generating Function

Bounds (Probabilistic Bounds and Inequalities)

Bayesian Statistics & Stochastic Processes

Concepts (Bayesian Statistics & Stochastic Processes)

Mixed Effects (or Hierarchical or Multilevel) Models

Statistics x Econometrics

Statistics x Econometrics » Structural Equation Modelling (SEM)