課程名稱 |
統計學 Statistics |
開課學期 |
106-1 |
授課對象 |
生物資源暨農學院 生物環境系統工程學系 |
授課教師 |
鄭克聲 |
課號 |
BSE2028 |
課程識別碼 |
602 23900 |
班次 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
必修 |
上課時間 |
星期三2,3,4(9:10~12:10) |
上課地點 |
農工九 |
備註 |
總人數上限:46人 |
課程網頁 |
http://www.rslabntu.net/courses/statistics |
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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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 |
*** 本課程每週上課內容之PPT檔案可自下列連結網址下載:
http://www.rslabntu.net/courses/statistics
課程概述 1. Introduction
(1) What is statistics?
(2) Deterministic vs. stochastic
2. Definition of Probability
(i) a priori probability
(ii) a posteriori probability
(iii) probability model
3. Random Variables and Probability Distributions
(i) Discrete random variables
(ii) Continuous random variables
4. Joint and Conditional Distributions
(i) Joint distribution functions
(ii) Conditional distributions and stochastic independence
(iii) Expectation and covariance
(iv) Bivariate Normal distribution
5. Distributions of Functions of Random Variables
(i) Expectations of functions of random variables
(ii) CDF Technique
(iii) Moment-generating-function technique
(iv) The transformation technique
6. Sampling Distributions and Descriptive Statistics
(i) Populations and random samples
(ii) Statistic and sample moments
(iii) Weak law of large numbers
(iv) Central-limit theorem
(v) Distributions of sample means
(vi) Sampling from the normal distribution
(vii) Order statistics
7. Parameter Estimation – Point Estimation
(i) Method of moments
(ii) Maximum likelihood method
8. Parameter Estimation – Interval Estimation
(i) Confidence intervals
(ii) Methods of finding CIs
a. Pivotal quantity method
b. Statistical method
(iii) Parameter CIs for Samps from the normal distribution
9. Test of Hypotheses
(i) Definition of test of a statistical hypothesis
(ii) Definition of power function
(iii) Hypothesis test on the mean
(iv) Hypothesis test on the variance
(v) Hypothesis test on confidence intervals
(vi) Chi-square goodness-of-fit test
10. Linear Models
(i) Description of linear models
(ii) Least-squares estimation
(iii) Properties of LSE
(iv) Confidence intervals of estimators of model parameters
(v) Hypothesis test on parameter estimators
(vi) Residual Analysis
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課程目標 |
本課程之目的在介紹基本機率分布與統計推論理論。課程尤其著重於基本機率與分布函數概念之闡述、分布參數之推估方法、統計檢定之觀念與邏輯,以使修習同學對統計有正確之概念。本課程亦將介紹如何應用R語言進行統計分析與繪圖。 |
課程要求 |
本課程之作業計約十次。每項作業約五大題(部分題目含子題),多數作業需用R語言撰寫程式,進行分析或繪圖。 |
預期每週課後學習時數 |
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Office Hours |
另約時間 |
指定閱讀 |
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參考書目 |
電子書:
1. A Modern Introduction to Probability and Statistics [electronic book] by F.M. Dekking, C. Kraaikamp, H.P. Lopuhaa? L.E. Meester. Springer, 2005.
2. IPSUR: Introduction to Probability and Statistics Using R by G. Jay Kerns 2010.
3. Using R for introductory statistics [electronic resource] by John Verzani. Boca Raton : Chapman & Hall/CRC, c2005
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評量方式 (僅供參考) |
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週次 |
日期 |
單元主題 |
第1週 |
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01 R Basics and Graphics |
第2週 |
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02 Introduction |
第3週 |
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03 Probability Model |
第4週 |
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04 Univariate Probability Distributions |
第5週 |
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05 Joint and Conditional Distributions |
第6週 |
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06 Sampling and Sampling Distributions |
第7週 |
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07 Point estimation |
第8週 |
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08 Interval estimation |
第9週 |
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09 Hypothesis Tests |
第10週 |
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10 Linear Regression Models |
第11週 |
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Course Announcements |
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