數理統計

Mathematical Statistics

學期

110-1

學分

3 學分

當期課號

1515

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

選修

上課時間表

節	週二	週四
2 09:00–09:50	數理統計 M102 3 節連堂
3 10:10–11:00
4 11:10–12:00
7 15:30–16:20		數理統計 M102

* 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 and calculus

教學方式

1. 10月底前同步線上Online google meet M234: https://meet.google.com/ztv-iauh-rye 習題課: R7: (https://meet.google.com/vws-utwv-fxq) 2. 助教陳律翔(應數所碩二) Email: jaychen100823@gmail.com 張詠淇(應數所碩二) Email: xvervrx1234567890@gmail.com Monday and Wednesday 19:00~21:00 (https://meet.google.com/vws-utwv-fxq) or by appointment 3. 課堂影片存放位置 (https://drive.google.com/drive/folders/1922aRfP8ydPMHNLBiiaCKMqO8Ik-_UGu?usp=sharing)

評分方式

Grading Homework and practice course (40%), Exam 1 (30%) Exam 2 (30%)

週次計畫

週次	主題
第 1 週	Overview. Ch1. Probabiliy and counting methods P1 (9/16)
第 2 週	No class (中秋節)
第 3 週	C1. Conditional probabilities, independence. P2 (9/30)
第 4 週	C2. Discrete random variables P3 (10/7)
第 5 週	C2. Continuous random variables P4 (10/14)
第 6 週	C2. Function of random variables P5 (10/21)
第 7 週	C3. Joint and conditional distributions. P6 (10/28)
第 8 週	C3. Bayesian inference, sum and quotions, general cases P7 (11/3)
第 9 週	Exam 1
第 10 週	C4. Covariance, conditional probabilities P8 (11/18)
第 11 週	C4. Moment generating functions P9 (11/23)
第 12 週	C5. Law of large numbers and central limit theorem P10 (12/2)
第 13 週	C6. Distributions derived from normal distributions P11 (12/9)
第 14 週	C8. The method of moments, MLE P12 (12/16)
第 15 週	C8. Sufficient statistics. C9. Hypothesis testing. P13 (12/23)
第 16 週	Exam 2
第 17 週	Discussions (by appointment)
第 18 週	Discussions (by appointment)

教科書

Rice. Mathematical Statistics and Data Analysis, 3rd Edition (2007), Brooks/Cole , Cengage learning

Office Hours

地點: M-415
時間: Tuesday 1:30pm - 3:30 pm (https://meet.google.com/pvh-arrg-cxg) or by appointment
聯絡方式: Email: venteng@gmail.com