Probability and statistics

Free Material

  1. Probability integral transform (PIT) – theory
  2. Probability integral transform (PIT) – application as a goodness-of-fit test
  3. Inverse transform sampling – essentially PIT in reverse

Statistics

  1. Statistical Modeling and Computation by Dirk Kroese and Joshua Chan
    • This is a nice blend of statistical theory and practice. It also contains MATLAB codes for various models. I recommend it to any economics Ph.D. student as a handy reference book. It would also be useful to those taking postgraduate econometrics/statistics.

Other Material

  1. The journals Chance and Significance contain some fun research using statistics.
  2. The website thisisstatistics.org contains various resources for educators and students.