Syllabus

Lecture 1: Mathematical Background

Lecture 2: Basic Probability

Lecture 3: Basic Probability (Cont’d)

Lecture 4: Basic Probability (Cont’d); Convergence in Law

Lecture 5: Convergence in Law (Cont’d); Consistency; Probability Order Relations

Lecture 6: Law of Large Numbers

Lecture 7: Law of Large Numbers (Cont’d); Central Limit Theorem

Lecture 8: Lindeberg-Feller Theorem

Lecture 9: Stationary m-dependent Sequences

Lecture 10: Univariate Extensions of Central Limit Theorem

Lecture 11: Functions of Sample Moments

Lecture 12: Sample Correlation Coefficient; Order Statistics

Lecture 13: Order Statistics (Cont’d); Sample Quantiles

Lecture 14: Sample Quantiles (Cont’d)

Lecture 15: Sample Quantiles (Cont’d); U Statistics

Lecture 16: U Statistics (Cont’d)

Lecture 17: U Statistics (Cont’d)

Lecture 18: U Statistics (Cont’d); Bootstrap

Lecture 19: Bootstrap (Cont’d)

Lecture 20: Bootstrap (Cont’d); Review