本課成為數理統計之基礎課程，內容包含機率、變數轉換、極限分佈、光分統計量、統計估計、擬說測驗及迴規分析等。
課程大綱及教學時數百分比：
(7%) (1) Probability theory , multivariate distributions
(7%) (2) Some special distributions , transformations of variable change-of-variable & moment-generating function technique.
(7%) (3) limiting distributions , covergence concepts
(7%) (4) Point & interval estimations
(8%) (5) Consistency , unbiasedness
(8%) (6) MLE , method of moments
(8%) (7) Sufficient statistics
(8%) (8) Completeness , minimal sufficient & ancillary statistics
(8%) (9) Bayesian estimation , Fisher information & Rao-Cramer inequality
(8%) (10) UMPT & other tests
(8%) (11) Minimax , Bayesian tests
(8%) (12) Distribution of quadratic forms
(8%) (13) Regression , independence of quadratic forms
成績計算： 期中考40% 及期末考60%
教科書： Introduction to mathematical statistic (1995) by R. . Hogg & A. T. Craig.
參考書： Statistical inference (1990) by G. Casella & R. L. Berger