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.

1. The projector and the blackboard will be used at class for this course. 2. Please only download rather than print out the pdf files of the textbook and the references from the website of our university library.

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, November 10, 2022 (the 9th academic 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, January 12, 2023 (the 18th academic 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, November 10, 2022 (the 9th academic 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, January 12, 2023 (the 18th academic week). 評量部份: 1. Rollcall: 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. 3. Gut, A. (2013). "Probability: A Graduate Course", Second Ed., Springer.

地點

A416

時間

Every Thursday from 10:10 a.m. to 12:00 p.m.

聯絡方式

crchen@nycu.edu.tw (03)571-2121 Ext. 31794 or (03)573-1794