Outline of Contents Chapter 1 Introduction to Statistics and Econometrics Chapter 2 Foundation of Probability Theory 2.1 Random Experiments 2.2 Basic Concepts of Probability 2.3 Review of Set Theory 2.4 Fundamental Probability Laws 2.5 Methods of Counting 2.6 Conditional Probability and Independence Chapter 3 Random Variables and Univariate Probability Distributions 3.1 Random Variables and Distribution Functions 3.2 Discrete Random Variable 3.3 Continuous Random Variables 3.4 Functions of a Random Variable 3.5 Mathematical Expectations 3.6 Moment Generating Function 3.7 Characteristic Function Chapter 4 Important Parametric Distributions 4.1 Introduction 4.2 Discrete Distributions 4.3 Continuous Probability Distributions Chapter 5 Random Vectors and Multivariate Probability Distribution 5.1 Random vectors and Joint Probability Distributions 5.2 Marginal Distributions 5.3 Conditional Distributions 5.4 Independence 5.5 Empirical Applications 5.6 Bivariate Transformation 5.7 Expectations Under Multivariate Distributions 5.8 Implications of Independence 5.9 Conditional Expectations 3Outline of Contents Chapter 1 Introduction to Statistics and Econometrics Chapter 2 Foundation of Probability Theory 2.1 Random Experiments 2.2 Basic Concepts of Probability 2.3 Review of Set Theory 2.4 Fundamental Probability Laws 2.5 Methods of Counting 2.6 Conditional Probability and Independence Chapter 3 Random Variables and Univariate Probability Distributions 3.1 Random Variables and Distribution Functions 3.2 Discrete Random Variable 3.3 Continuous Random Variables 3.4 Functions of a Random Variable 3.5 Mathematical Expectations 3.6 Moment Generating Function 3.7 Characteristic Function Chapter 4 Important Parametric Distributions 4.1 Introduction 4.2 Discrete Distributions 4.3 Continuous Probability Distributions Chapter 5 Random Vectors and Multivariate Probability Distribution 5.1 Random vectors and Joint Probability Distributions 5.2 Marginal Distributions 5.3 Conditional Distributions 5.4 Independence 5.5 Empirical Applications 5.6 Bivariate Transformation 5.7 Expectations Under Multivariate Distributions 5.8 Implications of Independence 5.9 Conditional Expectations 3