I teach both undergraduate (120A) and graduate (220A) probablity and statistics. Most of the resources for both classes will be in Canvas for the class once you enrol. This page is to give some information for prospective students
This course is a required class for the economics majors that introduces basic concepts in probability and statistics. The emphasis is less on mathematical formalities and more towards bringing to students the basic ideas and issues of working with data and understanding what the data is telling us.
If you have seen t statistics and know how to work with them that is great, if not we cover this. But just as importantly we discuss at length whether or not we can actually apply them in the usual way, for example are we measuring the right thing. In this age of AI computation is easy, but understanding the output of computation is still difficult. The majority of poor use of data is not making mistakes in computation, but in interpreting the results.
My course notes are available at my course website. You can access the notes here.
This course is the first course in the first year of the economics PhD program at UCSD. The course is designed to be an introduction to probability theory, sampling and statistical theory to prepare students for the remainder of the econometrics sequence. The emphasis of the course is to understand the basic principles of each of these areas so that students will be able to read and understand econometrics papers and build a foundation for learning econometric theory. The course is taught at the level of Casella and Berger, Statistical Inference, 2nd Edition, Duxbury.
Whilst required for students enrolled in our doctoral program, there are some very limited opportunities for additional students. This includes final year undergraduate students with enough math preparation and a high enough GPA. Doctoral students from other programs may also in unusual cases be able to take this class. Please note that if you want to take the class and are not enrolled in the Economics doctoral program, you will need to contact me to discuss. Simply attempting to use the enrollment system without discussing first with me will result in your enrollment request being ignored.