Probability and Statistics for Economists (Hardcover)

A comprehensive and up-to-date introduction to the mathematics that all economics students need to know

Probability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for Economists provides graduate and PhD students with an essential introduction to mathematical probability and statistical theory, which are the basis of the methods used in econometrics. This incisive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of the mathematics that every economist needs to know.

• Covers probability and statistics with mathematical rigor while emphasizing intuitive explanations that are accessible to economics students of all backgrounds
• Discusses random variables, parametric and multivariate distributions, sampling, the law of large numbers, central limit theory, maximum likelihood estimation, numerical optimization, hypothesis testing, and more
• Features hundreds of exercises that enable students to learn by doing
• Includes an in-depth appendix summarizing important mathematical results as well as a wealth of real-world examples
• Can serve as a core textbook for a first-semester PhD course in econometrics and as a companion book to Bruce E. Hansen's Econometrics
• Also an invaluable reference for researchers and practitioners

一本全面且最新的數學入門書，涵蓋了所有經濟學學生需要了解的內容。

概率論是處理不確定性的量化語言，也是現代統計學的基礎。《經濟學家的概率與統計學》為研究生和博士生提供了對數學概率和統計理論的基本介紹，這些方法是計量經濟學中使用的基礎。這本深入的教科書教授基本概念，強調現實世界的應用，並使學生對每位經濟學家需要了解的數學有直觀的理解。

• 以數學嚴謹的方式涵蓋概率和統計，同時強調對所有經濟學背景的學生易於理解的直觀解釋


• 討論隨機變量、參數和多變量分佈、抽樣、大數定律、中心極限定理、最大概似估計、數值優化、假設檢驗等


• 提供數百個練習題，讓學生通過實踐學習


• 包含一個深入的附錄，總結了重要的數學結果，並提供豐富的現實世界例子


• 可作為博士課程中計量經濟學的第一學期核心教材，也可作為布魯斯·E·漢森（Bruce E. Hansen）的《計量經濟學》的配套書籍


• 同時也是研究人員和從業人員的寶貴參考資料

Bruce E. Hansen is the Mary Claire Aschenbrener Phipps Distinguished Chair of Economics at the University of Wisconsin-Madison and one of the most cited econometricians in the world.

Bruce E. Hansen是威斯康辛大學麥迪遜分校的Mary Claire Aschenbrener Phipps經濟學著名講座教授，也是世界上引用次數最多的計量經濟學家之一。