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課程資訊 |
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課程名稱 |
高等統計學 Advanced Statistics | |
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開課學期 |
100-2 | |
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授課對象 |
社會科學院 經濟學研究所 | |
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授課教師 |
銀慶剛 | |
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課號 |
ECON5014 | |
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課程識別碼 |
323 U0670 | |
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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 |
星期二5,6,7(12:20~15:10) | |
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上課地點 |
社科23 | |
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備註 |
限學士班三年級以上 或 限碩士班以上 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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課程概述 |
目的：
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課程目標 |
內容：
◎ Univariate Distributions ◎ Binomial, Geometric, Negative Binomial, Poission, Uniform, Exponential, Gamma, Normal, Chi-square Distributions (2 weeks) ◎ Multivariate Distributions ◎ Multivariate Distributions of Discrete Type ◎ Correlation Coefficients ◎ Conditional Distributions ◎ Multivariate Distributions of the Continuous Types ◎ Bivariate Normal Distributions ◎ T and F Distributions ◎ Transformations of Random Variables (3 weeks) ◎ Sampling Distributions and Approximations ◎ Distributions of Sum of Random Variables ◎ Random Functions Associated with Normal Distributions ◎ Central Limit Theorem ◎ Approximations for Discrete Distributions (2 weeks) ◎ Estimation ◎ Properties of Estimators ◎ Maximum Likelihood Estimators ◎ Confidence Interval for Means ◎ Confidence Interval for Variances (2 weeks) ◎ Midterm ◎ Tests of Stastistical Hypotheses ◎ Tests about Proportions ◎ Tests about One Mean and One Variance (2 weeks) ◎ Regression Models ◎ Single Regressions (2 weeks) ◎ Multiple Regressions (2 weeks) ◎ Nonlinear Regressions (2 weeks) | |
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課程要求 |
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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 |
※ Key References：
◎ Probability and Statistical Inference,3rd ed, Robert V. Hogg and Elliot A. Tanis ◎ Classical and Modern Regression with Applications, Raymond H. Myers | |
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評量方式 (僅供參考) |
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課程進度 |
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週次 |
日期 |
單元主題 |
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