非介量統計學

科目名稱: 非介量統計學Theory and Applications of Nonparametric Statistics

教學目標: To provide an introduction to theory of nonparametric statistics and their applications

開課班級: 碩士以上

教學內容及進度
I. Review of Some Commonly Used Nonparametric Methods
1. Wilcoxon Signed Rank Test
2. Wilcoxon Ranked Sum Test
3. Kruskal-Wallis Test and Friedman Test
II.Fundamental Concepts
1. Order Statistics
2. “Equal in Distribution” Principle
3. Counting and Ranking Statistics
4. Statistics of the Kolmogorov-Smirnov Type
III.Some Theory
1. U-Statistics
2. Power Function and Relative Efficiency
3. Point and Interval Estimation
4. Linear Rank Statistics

教材課本 Lecture Notes

參考書籍
Randles, R.H., and Wolfe, D.A. (1979) Introduction to the Theory of Nonparametric Statistics, Wiley
Conover, W.J. (1999) Practical Nonparametric Statistics, 3rd Ed. Wiley

成績考核: Homework: 40%, Midterm: 25%, Final: 35%