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Course Description


Code: QNT302     

1st Semester

Tutor: Simos Meintanis


Aims and Objectives

Provides the theoretical background necessary for further study of more specialized methodology of Statistics and Econometrics which is of particular interest to Economics.


  1. Synopsis of theory of probability.
  2. Moment Generating Function and characteristic function.  Distribution of functions of random variables.
  3. Estimation: Efficiency, sufficiency, consistency and other asymptotic properties. Limit Theorems. Cramer-Rao bound. Moment and maximum likelihood estimation.
  4. Testing of hypotheses: Lemma Neyman-Pearson, uniformly most powerful tests,  monotone likelihood ratio tests and generalized likelihood ratio tests.    


In Greek:

  1. Kokolakis & Fouskakis: «STATISTICS-Theory & Methods». Eds. Symeon 2009.
  2. K. Drakatos, «Statistics», . Eds. Papazisis 1984.

In English:

  1. Mood A.M., Graybill F. & Boes, D.C., “Introduction to the Theory of Statistics”, McGraw-Hill, 1974
  2. Garthwaite P., Jolliffe I.A., & Jones B., “Statistical Inference”, Oxford University Press, 2002