課程概述 |
I.Contents:
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.
1. Probabilities, random variables, and distributions.
2. Transformations and expectations.
3. Common families of distributions.
4. Multivariate probability distributions and related properties.
5. Random samples, sampling distributions, and convergence concepts.
6. Sufficiency, likelihood, and equivalence principals.
II.Course prerequisite:
Introduction to Probability Theory or equivalent
III.Reference material ( textbook(s) ):
1. Casella, G. and Berger, R. L. (2001). Statistical Inference. 2nd edition. Duxbury Press. (Textbook)Rice, John A. (1995). Mathematical Statistics and Data Analysis. 2nd edition. Duxbury Press.
2. Bickel, P.J., and Doksum, K.A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics, Vol. I. 2nd edition Prentice Hall.
3. Lehmann, E. L. and Casella, G. (1998). Theory of Point Estimation. 2nd Edition, Springer.
IV.Grading scheme:
Homework(20%); Quizzes (20%); Midterm(30%); Final exam(30%).
V.Others:
Teaching Assistants: To be assigned. |