課程資訊

INTRODUCTION TO MATHEMATICAL STATISTICS (II)

97-2

MATH3603

201 30320

Ceiba 課程網頁
http://ceiba.ntu.edu.tw/972MathStat

Contents：

Topics to be covered include
1. Properties of point estimation and Methods of estimation
2. Hypothesis testing
3. Linear models and least square methods
4. Design of experiments
5. Analysis of variance
6. Analysis of categorical data
7. Nonparametric statistics
8. Introduction to Bayesian methods (if time permits)

Course goal：

A prime objective of the INTRODUCTION TO MATHEMATICAL STATISTICS course sequence is to present techniques and basic results of probability and mathematical statistics at a rigorous, but not advanced level. In the second semester course, the structure of statistical inference procedures is studied. In particular, the theory of estimation, confidence sets, hypothesis testing, and prediction for common parametric models are investigated.

Course prerequisite： calculus, mathematical statistics-I

Office Hours

Textbook:
Mathematical Statistics with Applications. 7th edition, W. Mendenhall, R.L.
Scheaffer and D.D. Wackerly. Publisher: Duxbury Press.

(僅供參考)

 No. 項目 百分比 說明 1. Homework 20% 2. quiz 20% 3. midterm 30% 4. final 30%

 課程進度
 週次 日期 單元主題 第2週 02/23; 02/26 (1) Chapter 9. (2) Homework-2, 見作業區(檔案). 第6週 03/23; 03/26 Chapter 11 Linear Models and Estimation by Least Squares. 第8週 04/06; 04/09 Chapter 11. Homework-5 solution. 第16週 06/01; 06/04 Chapter 15. 第1-1週 02/16 Review for Chapter 8. 第1-2週 02/19 (1) Review for Chapter 8; (2) Chapter 9; (3) Announce Homework-1. See 作業區. 第3-1週 03/02 Finish Chapter 9. 第3-2週 03/06 Chapter 10. 第4-1週 03/09 (1) Chapter 10. (2) Homework-3 due. 第4-2週 03/12 (1) Chapter 10. (2) Homework-3 discussion. (3) Quiz on Chapter 9. (9:00-9:50, open book) 第5-1週 03/16 (1) quiz-1 discussion. (2) Chapter 10. 第5-2週 03/19 Finish Chapter 10. 第7-1週 03/30 (1) Chapter 11 (2) Homework-5 due (3) Boston Housing data analysis (見作業區) 第7-2週 04/02 溫書假 第9-1週 04/13 Homework-6 due. Review for midterm. 第9-2週 04/16 期中考 on Chapters 10 and 11. (open book, bring a calculator) 第10-1週 04/20 Chapter 13. The Analysis of Variance. 第10-2週 04/23 (1) Chapter 13. (2) 小考(期中考範圍) 第11-1週 4/27 (1) 期中考成績公告於「學習成績」 (2) Chapter 13. 第11-2週 04/30 (1) Chapter 13 (with some material from Chapter 12). (2) midterm paper discussion (3) quiz on chapter 13.1-7. (9:30) 第12-1週 05/04 Chapter 13. 第12-2週 05/07 登記期中考考卷成績, 考卷務必帶至課堂 第13-1週 05/11 (1) Chapter 14. (2) Check if your midterm record on ceiba 「學習成績」 is correct. If any problem, send me an email. 第13-2週 05/14 Chapter 14. Homework-7 due. 第14-1週 05/18 Chapter 15. 第14-2週 05/21 (1) Chapter 15. (2) Homework-8 due. 第15-1週 05/25 Exam on chapters 12-14 (9:00-10:00), counted as part of final. 第15-2週 05/28 端午節 第17-1週 06/08 Review. 第17-2週 06/11 Final exam. 期末考 (Chapters 11-15) 8:00-10:00. 第18-2週 06/18 (1) 看考卷 9:00-10:00 (2) 調查登記 Matlab, R tutorial sessions (自由參加) 第19-1週 6/22 Matlab (9:00-10:15,台科大資工博士生葉倚任) and R (10:30-11:45,台大研究助理黃姿容) sessions. 地點:新數308. Bring your notebook if you have one.