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課程名稱 |
高等統計推論二
ADVANCED STATISTICAL INFERENCE (II) |
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開課學期 |
94-2 |
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授課對象 |
理學院 數學系 |
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授課教師 |
陳 宏 |
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課號 |
MATH7604 |
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課程識別碼 |
221 U1580 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期三5,6(12:20~14:10)星期五4(11:20~12:10) |
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上課地點 |
新數103 |
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備註 |
研究所統計科學組基礎課。限大學部三年級以上。
限學士班三年級以上 |
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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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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
It gives a survey of theory of estimation and hypothesis testing. In particular both small and large sample theorems of hypothesis testing, point estimation, and confidence intervals with applications to topics such as exponential families, univariate linear models and nonparametric inference.
1. Sufficiency, likelihood, and equivalence principals.
2. Point Estimation.
3. Test of hypothesis.
4. Interval estimation.
5. Asymptotic methods
6. Topics of Linear model, generalized linear model and logistic model
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課程目標 |
The objective of this course is to give the theory of estimation and hypothesis testing on a sound basis. It will serve as a theoretical basis for advanced study in statistics. |
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課程要求 |
Course prerequisite: Advanced statistical inference (I) or equivalent. See the description on www.math.ntu.edu.tw/~hchen/teaching/StatInference/StatInference.html. |
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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 |
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參考書目 |
1. Casella, G. and Berger, R. L. (2001). Statistical Inference. 2nd edition. Duxbury Press. (Textbook)
2. Rice, John A. (1995). Mathematical Statistics and Data Analysis. 2nd edition. Duxbury Press.
3. Bickel, P.J., and Doksum, K.A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics, Vol. I. 2nd edition Prentice Hall.
4. Lehmann, E. L. and Casella, G. (1998). Theory of Point Estimation. 2nd Edition, Springer.
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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 |
20% |
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2. |
Quizzes |
20% |
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3. |
Midterm |
30% |
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4. |
Final exam |
30% |
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