Probability and Statistics

Welcome to the 2024 summer preparatory course for MSc.

Zhentao Shi

(July 2024, CUHK)

Contents

Topics to be covered:

• Probability
• Statistic
• Basic asymptotics
• Basic programming

The contents can be found in the Jupyter Notebook lecture notes, which can be displayed in a web browser in a static form.

Interactive code

The following approaches make it possible to interact with the code cells in the Jupyter notebooks.

• Log in CUHK Econ's SCRP server. Git and IRkernel are already installed there. Download the Github repos by copy and paste git clone https://github.com/zhentaoshi/Econ_prob.git

• Download to your local computer the Github repository. Copy and paste git clone https://github.com/zhentaoshi/Econ_prob.git in a terminal if the Git is installed. Jupyter Notebook must be installed to run the cells.

Extensive reading

Besides the lecture notes in this GitHub repository, you will find self-contained lecture notes in the first two chapters of Kevin Sheppard's Financial Economics I for MSc at Oxford University.

Mirror

If you are in Mainland China, here is a mirror in Shenzhen.

License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.