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課程名稱 |
統計理論二
Theory of Statistics (Ⅱ) |
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開課學期 |
111-2 |
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授課對象 |
理學院 統計與數據科學研究所 |
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授課教師 |
楊鈞澔 |
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課號 |
STAT5005 |
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課程識別碼 |
250 U0050 |
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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 |
所核心必修課程。
限學士班三年級以上 且 限本系所學生(含輔系、雙修生)
總人數上限：50人 |
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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 |
1. Point Estimation (SI, Ch.7; TPE, Ch. 2-5)
2. Hypothesis Testing (SI, Ch. 8, TSH)
3. Interval Estimation (SI, Ch. 9)
4. Asymptotics (SI, Ch. 10) |
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課程目標 |
The main objective of this course is to introduce the theory behind the two most important inference problem: point estimation and hypothesis testing. |
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課程要求 |
We will assume the knowledge in Theory of Statistics I, including some common distributions and their expectations, the central limit theorem, the law of large numbers, maximum likelihood estimation, etc. |
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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 |
This course will follow the second half of SI (Ch. 7.3 - Ch. 10) with some additional topics/materials from TPE and TSH.
1. Casella, G., & Berger, R. L. (2002). Statistical inference. (SI)
2. Lehmann, E. L., & Casella, G. (1998). Theory of Point Estimation. (TPE)
3. Lehmann, E. L., Romano, J. P., & Casella, G. (2005). Testing Statistical Hypotheses. (TSH)
You can access TPE and TSH through NTU library. |
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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. |
作業 |
40% |
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2. |
期中考 |
30% |
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3. |
期末考 |
30% |
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