A Concise Introduction to Statistical Inference

Jacco Thijssen is a professor of finance at the University of York, UK. Before he joined York, he was at Trinity College Dublin, Ireland, and held visiting positions at LUISS Guido Carli in Rome, Italy, and the Institute of Mathematical Economics at Bielefeld University, Germany. He holds a PhD in mathematical economics from Tilburg University, Netherlands. His main research interests are in the applications of optimal stopping theory, stochastic calculus, and game theory to problems in economics and finance. Professor Thijssen has taught probability theory, statistics, finance, and microeconomics to students of all levels in economics, business, and mathematics. He has received the Aranson Teaching Prize for best organised module twice, as well as a Vice Chancellor’s Teaching Award for his statistics teaching.

Statistical Inference

Theory and Calculus of Probability

From Probability to Statistics

Statistical Inference for the Mean based on a Large Sample

Statistical Models and Sampling Distributions

Estimation of Parameters

Confidence Intervals

Hypothesis Testing

Linear Regression

Bayesian Inference

Appendix