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課程名稱 |
資料科學之統計基礎(一)
Statistical Foundations of Data Science (I) |
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開課學期 |
109-1 |
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授課對象 |
電機資訊學院 資料科學碩士學位學程 |
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授課教師 |
姚怡慶 |
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課號 |
MATH5063 |
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課程識別碼 |
221 U8110 |
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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 |
星期四6,7,8(13:20~16:20) |
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上課地點 |
新401 |
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備註 |
合授教師：黃名鉞教授
限電資學院學生(含輔系、雙修生) 或 限本系所學生(含輔系、雙修生)
總人數上限：25人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1091MATH5063_ |
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課程簡介影片 |
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核心能力關聯 |
本課程尚未建立核心能力關連 |
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課程大綱
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課程概述 |
Probability theory
Random variables
Independence, conditional probability, expectation, variance
Common families of distributions
Convergence concepts
The law of large numbers and the central limit theorem
Markov chains
Point estimation
Method of moments
Maximum likelihood
Bayes estimators
Hypothesis testing and interval estimation
Likelihood ratio tests
Error probabilities and power function
P values
Confidence intervals
Asymptotic theory
Consistency
Efficiency
Large sample tests |
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課程目標 |
This course provides an introduction to the concepts of probability, statistics, and linear regression. |
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課程要求 |
Students are assumed to be familiar with calculus, linear algebra, and basic probability theory at the level of one of the following:
1. The first five chapters of "Statistical Inference" (by Casella & Berger);
2. The first five chapters of "Probability and Statistics" (by DeGroot);
3. The first eight chapters of "A First Course in Probability" (by Ross). |
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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 |
Statistical Inference (Second edition) by Casella and Berger |
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Homework+Class participation |
40% |
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2. |
Midterm |
30% |
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3. |
Final |
30% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/17 |
Chapter 1 |
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第2週 |
9/24 |
Chapter 2
(HW#1 due 10/8) |
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第3週 |
10/01 |
Holiday |
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第4週 |
10/08 |
Chapter 3
(HW#2 due 10/15) |
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第5週 |
10/15 |
Chapter 4
(HW#3 due 10/22) |
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第6週 |
10/22 |
Chapters 4 and 5
(HW#4 due 10/29) |
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第7週 |
10/29 |
Chapter 5, Review |
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第8週 |
11/05 |
Midterm |
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第18週 |
2021/01/14 |
Final exam |