統計推論(博)

Statistical Inference

學期

113-1

學分

3 學分

當期課號

536905

永久課號

SCIS30051

開課單位

統計學研究所

授課教師

陳志榮

校區

光復

類別

必修

上課時間表

節	週三
5 13:20–14:10	統計推論(博) A305 3 節連堂
6 14:20–15:10
7 15:30–16:20

* 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 1:20 p.m. on Wednesday, October 23, 2024 (the 8th academic week). 2. Homework Assignments 2: 15 problems selected from Chapters 8 and 11; due at 1:20 p.m. on Wednesday, December 18, 2024 (the 16th academic week). 考試部份: 1. Midterm examination: 5 problems selected from Homework Assignments 1; from 1:20 p.m. to 4:20 p.m. on Wednesday, October 23, 2024 (the 8th academic week). 2. Final examination: 5 problems selected from Homework Assignments 2; from 1:20 p.m. to 4:20 p.m. on Wednesday, December 18, 2024 (the 16th academic 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%.

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

週次計畫

週次	主題
第 1 週	Chapter 2 Classical Theory of Estimation (1)
第 2 週	Chapter 2 Classical Theory of Estimation (2)
第 3 週	Chapter 2 Classical Theory of Estimation (3)
第 4 週	Chapter 3 Testing Hypotheses for a Single Parameter (1)
第 5 週	Chapter 3 Testing Hypotheses for a Single Parameter (2)
第 6 週	Chapter 3 Testing Hypotheses for a Single Parameter (3)
第 7 週	Chapter 3 Testing Hypotheses for a Single Parameter (4)
第 8 週	(1) Homework Assignments 1: 15 problems selected from Chapters 2 and 3; due at 1:20 p.m. on Wednesday, October 23, 2024 (the 8th academic week). (2) Midterm examination: 5 problems selected from Homework Assignments 1; from 1:20 p.m. to 4:20 p.m. on Wednesday, October 23, 2024 (the 8th academic week).
第 9 週	Chapter 8 Asymptotic theory for Maximum Likelihood Estimation (1)
第 10 週	Chapter 8 Asymptotic theory for Maximum Likelihood Estimation (2)
第 11 週	Chapter 8 Asymptotic theory for Maximum Likelihood Estimation (3)
第 12 週	全校運動會(停課)
第 13 週	Chapter 11 Asymptotic Hypothesis Test (1)
第 14 週	Chapter 11 Asymptotic Hypothesis Test (2)
第 15 週	Chapter 11 Asymptotic Hypothesis Test (3)
第 16 週	(1) Homework Assignments 2: 15 problems selected from Chapters 8 and 11; due at 1:20 p.m. on Wednesday, December 18, 2024 (the 16th academic week). (2) Final examination: 5 problems selected from Homework Assignments 2; from 1:20 p.m. to 4:20 p.m. on Wednesday, December 18, 2024 (the 16th academic week).

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. 3. Gut, A. (2013). "Probability: A Graduate Course", Second Ed., Springer.

Office Hours

地點: A416
時間: Every Thursday from 10:10 a.m. to 12:00 p.m.
聯絡方式: E-mail address: crchen@nycu.edu.tw Office phone number: (03) 571-2121 Ext. 31794 or (03) 573-1794