課程名稱 |
資料科學之統計基礎(一) Statistical Foundations of Data Science (I) |
開課學期 |
108-1 |
授課對象 |
電機資訊學院 資料科學碩士學位學程 |
授課教師 |
姚怡慶 |
課號 |
MATH5063 |
課程識別碼 |
221 U8110 |
班次 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
必修 |
上課時間 |
星期三6,7,8(13:20~16:20) |
上課地點 |
天數102 |
備註 |
與杜憶萍合授 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 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1081MATH5063_ |
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 |
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
Linear Regression
• Least squares
• Statistical inference
• Diagnostics |
課程目標 |
This course provides an introduction to the concepts of probability, statistics, and linear regression. |
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). |
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 |
參考書目 |
Statistical Inference (Second edition) by Casella and Berger |
評量方式 (僅供參考) |
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週次 |
日期 |
單元主題 |
第9週 |
11/06 |
期中考 |
第18週 |
01/08 |
期末考 |