課程資訊

Statistics

103-2

MATH3601

201 38100

Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1032MATH3601_stat

Contents:
1. Modern applications of statistics; Data exploration; Least squares estimation;
Use of R. (Chapters 7, 10 and 14)
2. Model formulation; Parametric models; Parameter estimation; Method of moments and
maximum likelihood; Assessment of fit. (Chapters 2, 3, 4, 5, 6, and 8)
3. Motivation by example and simulation (Chapters 2, 3, 4, 5, and 6)
4. Probability language: Description of random phenomenon, sampling variation,
assessment by simulation, sample mean and variance etc. (Chapters 1, 2, 3, 4, 5, and 6)
5. Central limit theorem - mathematical proof and interpretation by simulation;
implications for large sample inference; approximation to Binomial. (Chapter 5)
6. Exact Normal theory: the t and chi-squared distributions. (Chapter 6)
7. Confidence intervals; Interpretation via simulation; Exact results for Normal population mean;
Effect of sample size and choice of confidence level. (Chapter 9)
8. Hypothesis testing; Interpretation via simulation; Exact theory for Normal population mean;
Error types and size of test. (Chapter 9, 14)
9. Theory and examples for paired sample inferences and two-sample inferences. (Ch 11)
10. Analysis of Variance, linear regression, model assessment (through residuals) and interpretation,
hypothesis tests. (Chapters 12, 14)

Introduce the role of statistics in contemporary applications and to develop an elementary understanding of, and fluency in, the statistical paradigm of data collection, exploration, modeling and inference. Inference includes estimation, interval estimation and hypothesis testing.
Both small and large sample theorems of hypothesis testing, interval estimation, and confidence intervals will cover.
It also provides a necessary basis for students for a further study of other advanced statistical courses.

􏴖􏳜􏳗􏳧􏲎􏴖􏳜􏳗􏳧􏲎􏴖􏳜􏳗􏳧􏲎􏴖􏳜􏳗􏳧􏲎One year Calculus and 機率導論 or equivalent.

Office Hours

References:
1. Casella, G. and Berger, R. L. (2002). Statistical Inference. 2nd ed. Duxbury Press. (Textbook for