課程名稱 |
高等統計學 ADVANCED STATISTICS |
開課學期 |
99-1 |
授課對象 |
社會科學院 經濟學研究所 |
授課教師 |
銀慶剛 |
課號 |
ECON5014 |
課程識別碼 |
323 U0670 |
班次 |
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學分 |
3 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期二5,6,7(12:20~15:10) |
上課地點 |
社科8 |
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 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/991ECON5014_ |
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 |
課程大綱
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課程概述 |
目的:
1. 建立堅實的機率及統計概念
2. 強化數理訓練
3. 迴歸模型觀念及技術的引導 |
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 |
待補 |
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 |
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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