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. Homework Assignments 1: 15 problems selected from unstarred problems in Chapters 2~4; due at 1:20 p.m. on Thursday, Nov. 19, 2020 (the 10th week). 2. Homework Assignments 2: 15 problems selected from unstarred problems in Chapters 9, 12 and 17; due at 1:20 p.m. on Thursday, Jan. 14, 2021 (the 18th week). 考試部份: 1. Midterm examination: 5 problems selected from starred problems in Chapters 2~4; from 1:20 p.m. to 4:20 p.m. on Thursday, Nov. 19, 2020 (the 10th week). 2. Final examination: 5 problems selected from starred problems in Chapters 9, 12, and 17; from 1:20 p.m. to 4:20 p.m. on Thursday, Jan. 14, 2021 (the 18th week). 評量部份: 1. Roll Call: 10%. 2. Homework Assignments 1: 30%. 3. Homework Assignments 2: 30%. 4. Midterm examination: 15%. 5. 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

Textbook: Keener, R. W. (2010), "Theoretical Statistics: Topics for a Core Course", Springer. References: 1. Li, B. and Babu, G. J. (2019), "A Graduate Course on Statistical Inference", Springer. 2. Tattar, P. N., Ramaiah, S., and Manjunath, B. G. (2016), "A Course in Statistics with R", Wiley. The pdf files for these three books can be downloaded from the NCTU library.

地點

A416

時間

Every Tuesday from 1:20 p.m. to 3:10 p.m.

聯絡方式

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