數理統計(碩)

For this course, I shall try to expose students to as many of the central theoretical ideas and topics in the discipline as possible. Chapters 2~4 will be covered during the first half semester and Chapters 9, 12, and 17 will be covered during the second half semester.

To appreciate this course, students will need a background in advanced calculus, linear algebra, probability, and some analysis. Some of the materials are reviewed in the appendices and Chapters 1, 6, 8, and 16 in the textbook. And, although the content on statistics is reasonably self-contained, prior knowledge of theoretical and applied statistics will be essential.

The projector and the blackboard will be used for this course.

作業部份: 1. Problems for Chapters 2 and 3. 2. Problems for Chapters 4 and 9. 3. Problems for Chapters 12 and 17. 考試部份: 1. Midterm examination, from 1:20 p.m. to 4:20 p.m. on Thursday, November 7, 2019 (the 9th week). Contents: All starred problems in Chapters 2~4. 2. Final examination, from 1:20 p.m. to 4:20 p.m. on Thursday, January 9, 2020 (the 18th week). Contents: All starred problems in Chapters 9, 12, and 17. 評量部份: 1. Roll Call: 10%. 2. Homework: 60%. 3. Midterm examination: 15%. 4. Final examination: 15%.

• Chapter 2. Exponential Families
• Chapter 3. Risk, Sufficiency, Completeness, and Ancillarity
• Chapter 4. Unbiased Estimation
• Chapter 9. Estimating Equations and Maximum Likelihood
• Chapter 12. Hypothesis Testing
• Chapter 17. Large-Sample Theory for Likelihood Ratio Tests

Robert W. Keener (2010), "Theoretical Statistics: Topics for a Core Course", Springer Science+Business Media, LLC. The pdf file for this textbook can be downloaded from the NCTU library.

地點

A416

時間

Every Thursday from 10:10 a.m. to 12:00 p.m.

聯絡方式

cchen@stat.nctu.edu.tw (03)571-2121 Ext. 31794 or (03)573-1794