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課程資訊 |
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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 |
100-2 | ||||||||||||||||||||
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授課對象 |
社會科學院 經濟學系 | ||||||||||||||||||||
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授課教師 |
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課號 |
ECON5089 | ||||||||||||||||||||
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課程識別碼 |
323 U1960 | ||||||||||||||||||||
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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 |
星期一4(11:20~12:10)星期四7,8(14:20~16:20) | ||||||||||||||||||||
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上課地點 |
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備註 |
上課資訊依數學系公告為主，本系學生限選修323 U開頭之課程，方可認? 限學士班三年級以上 或 限碩士班以上 總人數上限：20人 | ||||||||||||||||||||
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1002ASIECON | ||||||||||||||||||||
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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 |
Contents:
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課程目標 |
The objective of this course is to introduce to the students of 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.
It also provides a necessary basis for students for a further study of other advanced statistical courses. | ||||||||||||||||||||
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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 |
每週一 15:40~16:40 每週二 13:20~14:20 每週三 13:20~14:20 每週四 14:00~15:00 備註： 週一、週四 授課老師 (天文數學大樓465室) ; ??週二、週三 助教 (天文數學館???室) | ||||||||||||||||||||
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指定閱讀 |
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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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課程進度 |
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週次 |
日期 |
單元主題 |
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第1週 |
02/20 | Ch 6 Sufficiency, likelihood, and equivalence principles. |
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第2週 |
02/27 | Ch 6 Sufficiency, likelihood, and equivalence principles.
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第3週 |
03/05 | 03/03補週一的課，但授課老師於台中參加學術會議，暫定於03/05補課. 停修申請開始
Chapter 7: Point Estimation |
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第4週 |
03/12 | Chapter 7: Point Estimation |
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第5週 |
03/19 | 週四: Quiz 1, Chapter 7: Point Estimation |
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第6週 |
03/26 | Chapter 7: Point Estimation
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第7週 |
04/02 | Chapter 8: Test of hypothesis |
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第8週 |
04/09 | Chapter 8: Test of hypothesis |
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第9週 |
04/16 | 期中考 |
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第10週 |
04/23 | Chapter 8: Test of hypothesis |
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第11週 |
04/30 | Chapter 9: Interval estimation |
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第12週 |
05/07 | Chapter 9: Interval estimation |
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第13週 |
05/14 | 停修申請於5月18日止。
Chapter 10: Asymptotic methods |
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第14週 |
05/21 | 05/21不上課，授課老師赴美開會，補課暫定於05/28. Chapter 10: Asymptotic methods |
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第15週 |
05/28 | Quiz 2
Chapter 10: Asymptotic methods |
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第16週 |
06/04 | Topics of Linear model, generalized linear model and logistic model
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第17週 |
06/11 | Topics of Linear model, generalized linear model and logistic model |
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第18週 |
週四: 期末考試。 |