統計推論(博)

Statistical Inference

學期

109-1

學分

3 學分

當期課號

5460

永久課號

IST5549

開課單位

統計學研究所

授課教師

陳志榮

類別

必修

上課時間表

節	週三
2 09:00–09:50	統計推論(博) A407 3 節連堂
3 10:10–11:00
4 11:10–12:00

* 根據陽明交大上課時間表所列

概述

This is a compact, rigorous, self-contained, and accessible graduate course on statistical estimation and inference that reflects the current trends in statistical research. One of the features of this course is the systematic use of a parsimonious set of assumptions and mathematical tools to streamline some recurring regularity conditions, and theoretical results that are fundamentally similar.

先修科目

A master-level "Mathematical Statistics" course. Please study three preliminary chapters by yourself: Chapter 1 contains preliminaries for the finite-sample theory; Chapters 7 and 10 for the asymptotic theory.

教學方式

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

評分方式

作業部份: 1. Homework Assignments 1: 15 problems selected from Chapters 2 and 3; due at 9:00 a.m. on Wednesday, Nov. 11, 2020 (the 9th week). 2. Homework Assignments 2: 15 problems selected from Chapters 8 and 11; due at 9:00 a.m. on Wednesday, Jan. 13, 2021 (the 18th week). 考試部份: 1. Midterm examination: 5 problems selected from Homework Assignments 1; from 9:00 a.m. to 12:00 p.m. on Wednesday, Nov. 11, 2020 (the 9th week). 2. Final examination: 5 problems selected from Homework Assignments 2; from 9:00 a.m. to 12:00 p.m. on Wednesday, Jan. 13, 2021 (the 18th week). 評量部份: 1. Roll Call: 10%. (-1% for each absence) 2. Homework Assignments 1: 30%. 3. Homework Assignments 2: 30%. 4. Midterm examination: 15%. 5. Final examination: 15%. 95-92-90

課程大綱

Chapter 2. Classical Theory of Estimation
Chapter 3. Testing Hypotheses for a Single Parameter
Chapter 8. Asymptotic theory for Maximum Likelihood Estimation
Chapter 11. Asymptotic Hypothesis Test

教科書

Textbook: Li, B. and Babu, G. J. (2019), "A Graduate Course on Statistical Inference", Springer. References: 1. Keener, R. W. (2010), "Theoretical Statistics: Topics for a Core Course", 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.

Office Hours

地點: A416
時間: Every Tuesday from 1:20 p.m. to 3:10 p.m.
聯絡方式: E-mail address: cchen@stat.nctu.edu.tw Office phone number: (03) 571-2121 Ext. 31794 or (03) 573-1794