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課程名稱 |
高等統計推論一
Advanced Statistical Inference (Ⅰ) |
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開課學期 |
107-1 |
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授課對象 |
理學院 應用數學科學研究所 |
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授課教師 |
江金倉 |
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課號 |
MATH7603 |
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課程識別碼 |
221 U1570 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
星期一5(12:20~13:10)星期四8,9(15:30~17:20) |
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上課地點 |
天數102天數102 |
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備註 |
總人數上限：30人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1071MATH7603_ |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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課程概述 |
Contents:
1. Probabilities, random variables, and distributions.
2. Transformations and expectations.
3. Common families of distributions.
4. Multivariate probability distributions and related concepts such as conditional distributions,
independence, and conditional expectation.
5. Random samples, sampling distributions, convergence concepts, and generating random samples.
6. Sufficiency, likelihood, and equivalence principals.
7. Best unbiased estimators |
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課程目標 |
The objective of this course is to introduce to the students some basic theory of probability. It is fundamentally important for understanding the commonly used statistical concepts and methods. It also provides a necessary basis for students for a further study of other advanced statistical courses. |
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課程要求 |
Introduction to Probability and Statistics Theory or equivalent
Students taking this course should be grounded in probability and mathematical
statistics at the upper division undergraduate level. |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
待補 |
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參考書目 |
Textbook and References:
1. Casella, G. and Berger, R. L. (2002). Statistical Inference. 2nd ed. Duxbury Press.
2. Efron, B. and Hastie, Trevor (2016). Computer Age Statistical Inference: Algorithms, Evidence, and Data Science
3. Bickel, P. S. and Doksum, K. A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics,
Vol. I, 2nd ed. Prentice Hall.
4. Karr, A. F. (1993). Probability. Springer-Verlag. |
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評量方式
(僅供參考) |
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