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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 |
108-2 |
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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 |
MATH7604 |
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課程識別碼 |
221 U1580 |
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班次 |
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學分 |
3.0 |
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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101天數101 |
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備註 |
研究所統計科學組基礎課。
限學士班三年級以上
總人數上限：35人
外系人數限制：15人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1082MATH7604_ |
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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. Point Estimation and probability inequalities: Review on UMVUE and MLE, Bayesian Point Estimation
2. Interval estimation and Test of hypothesis
3. Asymptotic methods: large sample theory
4. Topics of Linear model, generalized linear model and logistic model |
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課程目標 |
This course covers the fundamentals of theoretical statistics. The objective is to introduce students on the theory of inference including estimation, interval estimation and hypothesis testing. Both small and large sample theorems of hypothesis testing, interval estimation, and confidence intervals will cover. Applications to topics such as exponential families, linear models and nonparametric inference will be discussed.
Topics include: , point and interval estimation, minimax theory, hypothesis testing, data reduction, convergence concepts, Bayesian inference, nonparametric statistics, bootstrap resampling, VC dimension, prediction and model selection. |
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課程要求 |
Advanced statistical inference (I) or equivalent. Please refer to course webpage at ceiba.ntu.edu.tw on advanced Statistical Inference I (1001ASI) |
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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. (Textbook)
2. Rice, J.A. (1995). Mathematical Statistics and Data Analysis. 2nd edition. Duxbury Press.
3. Bickel, P. S. and Doksum, K. A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics,
Vol. I, 2nd ed. Prentice Hall.
4. Lehmann, E. L. and Casella, G. (1998). Theory of Point Estimation. 2nd Edition, Springer.
5. Karr, A. F. (1993). Probability. Springer-Verlag. |
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評量方式
(僅供參考) |
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