課程大綱

課程資訊

課程名稱

高等統計推論二

Advanced Statistical Inference (Ⅱ)

開課學期

105-2

授課對象

社會科學院經濟學研究所

授課教師

課號

ECON5089

課程識別碼

323 U1960

班次

學分

3.0

全/半年

半年

必/選修

選修

上課時間

星期一4(11:20~12:10)星期四8,9(15:30~17:20)

上課地點

備註

上課資訊依課號MATH7604訊息為主。限選修ECON課號之課程，方可認定為
限學士班三年級以上或限碩士班以上
總人數上限：20人

Ceiba 課程網頁

http://ceiba.ntu.edu.tw/1052ECON5089_

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課程概述

Contents:
1. Sufficiency, likelihood, and equivalence principals.
2. Point Estimation.
3. Test of hypothesis.
4. Interval estimation.
5. Asymptotic methods
6. Topics of Linear model, generalized linear model and logistic model

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.

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)

預期每週課後學習時數

Office Hours

每週一 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) ; 週二2-4PM、週五3-5PM 助教 (天文數學館543室)

指定閱讀

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.

評量方式
(僅供參考)

No.	項目	百分比	說明
1.	Homeworks	20%
2.	Midterm	30%
3.	Final	30%
4.	Quizzes	20%

課程進度

週次	日期	單元主題
無資料