數理統計
Mathematical Statistics
學期
109-1
學分
3
學分
當期課號
1508
永久課號
DIF1097
開課單位
資訊管理與財務金融系
授課教師
鄧惠文
校區
光復
類別
必修
上課時間表
| 節 | 週二 | 週三 |
|---|---|---|
3 10:10–11:00 | 數理統計 SA321 2 節連堂 | |
4 11:10–12:00 | ||
7 15:30–16:20 | 數理統計 SA321 2 節連堂 | |
8 16:30–17:20 |
* 根據陽明交大上課時間表所列
概述
This course provides students mathematical foundations in statistical theories. Topics include comprehensive materials in probability, estimation, and hypothesis testing. Homework assignments will be given in weekly base. It is required to attend the practicum course on 1H, in which the TA will demonstrate how to solve selected homework assignments in detailed steps.
先修科目
Statistics (I) and (II), and calculus
教學方式
TA 陳俞安 Email: thinfishchen@gmail.com 黃聖鈞 Email: Shengjun.iof09g@nctu.edu.tw
評分方式
Participation (4%), Homework (30%), Exam 1 (22%), Exam 2 (22%), Exam 3 (22%)
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Overview of the course. Ch 1: Probability. counting methods |
| 第 2 週 | Ch 1: Conditional probabilities, independence. Ch 2: Discrete random variables. |
| 第 3 週 | Ch 2: Continuous random variables. |
| 第 4 週 | Ch 2: functions of random variables |
| 第 5 週 | Review. Exam 1 (10/14) |
| 第 6 週 | Ch 3: Joint distributions. |
| 第 7 週 | Ch 3: Conditional distributions. |
| 第 8 週 | Ch 3. Functions of joint distributions. Sums and quotions. |
| 第 9 週 | Ch 3: Order statistics. Ch 4: Expected values, covariance |
| 第 10 週 | Ch 4: moment generating functions. Ch 5: Limit theorems. |
| 第 11 週 | Review. Exam 2. (11/25) |
| 第 12 週 | Ch 6: Distributions derived from normal distribution |
| 第 13 週 | Ch 8: Estimation of parameters and fitting of probability distributions |
| 第 14 週 | Ch 8: Estimation of parameters and fitting of probability distributions |
| 第 15 週 | Ch 9. Hypothesis testing. |
| 第 16 週 | Review. Exam 3 (12/30) |
| 第 17 週 | Discussions |
| 第 18 週 | Discussions |
教科書
Rice. Mathematical Statistics and Data Analysis, 3rd Edition (2007), Brooks/Cole , Cengage learning
Office Hours
- 地點
- M-415
- 時間
- 2EF or by appointment
- 聯絡方式
- venteng@gmail.com