Mathematical Statistics. Lecture 3. Sampling distributions

Lecture 3 introduces four important sampling distributions used in statistics and econometrics: standard normal distribution, Student’s t distribution, Chi-square distribution and F distribution Timeline: 00:00 Introduction 04:48 Repetition of the probability concepts 15:22 Normal distribution of sample mean 36:10 Chi-square distribution and sample variance 54:18 Student’s distribution 1:08:05 F distribution 1:13:52 Large sample distributions of sample statistics 1:18:57 The list of sample statistics and their distributions The course “Mathematical Statistics“ for the 2nd year bachelors in Economics Taught at BRICS institute, Irkutsk National Research Technical University, Spring semester 2022