數理統計

Mathematical Statistics

學期

113-1

學分

3 學分

當期課號

517518

永久課號

MGIF20022

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
7 15:30–16:20	數理統計 M102 3 節連堂
8 16:30–17:20
9 17:30–18:20

* 根據陽明交大上課時間表所列

概述

The course "Mathematical Statistics" is designed to provide students with a comprehensive understanding of the probabilistic foundations and key formulas. This course is indispensable for students aspiring to advance in the fields of data science, statistics, and quantitative finance. Through a combination of theoretical instruction and practical applications, students will gain proficiency in these fundamental statistical concepts. To foster a deeper understanding of the material and enhance communication skills, students will be actively engaged in collaborative homework assignments. This collaborative approach encourages knowledge sharing, critical thinking, and effective communication of statistical concepts and methodologies.

先修科目

A good understanding of statistics and calculus is required for enrollment in the course "Mathematical Statistics."

教學方式

- Online courses and videos will be given in Microsoft Teams through your NYCU m365 account. - Teaching Assistant: 陳彥廷 (Yenting)

評分方式

Grading policy Participation and Quizzes (10%) Homework (30%) Exam 1 (20%) Exam 2 (20%) Exam 3 (20%)

週次計畫

週次	主題
第 1 週	Syllabus. Ch1. Probability and counting methods
第 2 週	C1. Conditional probabilities, independence.
第 3 週	C2. Discrete random variables
第 4 週	C2. The function of random variables
第 5 週	Break (Double Ten Day)
第 6 週	Exam 1
第 7 週	C3. Joint and conditional distributions.
第 8 週	C3. Bayesian inferenaces
第 9 週	C3. Functions of random variables
第 10 週	C4. Expectations
第 11 週	C4. variance, covariance
第 12 週	Exam 2
第 13 週	C6. Distributions derived from normal distributions
第 14 週	C8. The method of moments, MLE
第 15 週	C8. MLE
第 16 週	C4. MGF and CLT
第 17 週	No class (New Year Break)
第 18 週	Exam 3

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: By appointment
聯絡方式: Email: venteng@gmail.com