數理統計

Mathematical Statistics

學期

111-1

學分

3 學分

當期課號

517506

永久課號

MGIF20004

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	週一	週四
2 09:00–09:50	數理統計 M-b09 3 節連堂
3 10:10–11:00
4 11:10–12:00
8 16:30–17:20		數理統計 M-b09

* 根據陽明交大上課時間表所列

概述

This course aims to train students with mathematical skills with applications to statistical theories. Topics include probability, estimation, and hypothesis testing. Extensions to financial applications will be introduced if time permits. Homework assignments will be given on a weekly basis.

先修科目

Statistics and calculus

教學方式

- Time: Lecture: M23, R8. Practice course: M4 - In the practice course, selected students will present how they solve their homework. - Online course and vedios will be given in Microsoft Teams through your NYCU m365 account. -. Teaching Assistant: 吳旻修 (Mark Wu) mark861118@gmail.com

評分方式

Grading policy Participation (5%) Homework (20%) Exam 1 (25%) Exam 2 (25%) Exam 3 (25%)

週次計畫

週次	主題
第 1 週	Syllabus. Overview. Ch1. Probabiliy and counting methods
第 2 週	C1. Conditional probabilities, independence.
第 3 週	C2. Discrete random variables
第 4 週	C2. Continuous random variables
第 5 週	Break (Double Ten Day)
第 6 週	C2. Function of random variables Exam 1. 10:10-12:00, Monday (10/17)
第 7 週	C3. Joint and conditional distributions.
第 8 週	C3. Bayesian inference
第 9 週	C3. sum and quotions, general cases
第 10 週	C4. Covariance, conditional probabilities
第 11 週	C4. Moment generating functions Exam 1. 10:10-12:00, Monday (10/21)
第 12 週	C5. Law of large numbers and central limit theorem
第 13 週	C6. Distributions derived from normal distributions
第 14 週	C8. The method of moments, MLE
第 15 週	C8. Sufficient statistics C9. Hypothesis testing
第 16 週	Exam 3. 9:00-12:00, Monday (12/26)
第 17 週	No class (New Year Break)
第 18 週	Discussions (by appointment)

教科書

Rice. Mathematical Statistics and Data Analysis, 3rd Edition (2007), Brooks/Cole , Cengage learning. Note that we use the "International Edition" for the this textbook.

Office Hours

地點: M415 or online via Microsoft Teams
時間: If you would like to ask quesitons, please make an appointment with Prof. Teng or TA, Mark, through Email.
聯絡方式: Email: venteng@gmail.com