6142 - 數理統計 英授 Taught in English
Mathematical Statistics
教育目標 Course Target
數理統計為統計系學生學習統計理論的核心課程,提供統計相關課程的理論根基,並且培養未來修習更高深統計相關課程的能力,課程內容涵概相當的廣度與深度,強調學生能夠了解基本的理論統計概念及在不同情況下的統計程序,課程主題包括統計推論,範圍包含:不偏性、一致性、有效性、指數族、充分性、最大概似估計量、最大概似法及其漸進理論、Cramér-Rao不等式、UMVUE、Rao-Blackwell定理、單一樣本與兩樣本之信賴區間及假設檢定的常態理論及其相關的大樣本方法、單一樣本與兩樣本之信賴區間及假設檢定的常態理論及其相關的大樣本方法、順序統計量、最適假設檢定、Neyman-Pearson引理、MP檢定、UMP檢定、MLR族、UMPU 檢定、LR檢定
Mathematical statistics is a core course for statistics students to learn statistical theory, providing a theoretical foundation for statistics-related courses, and cultivating the ability to take more advanced statistics-related courses in the future. The course content covers a considerable breadth and depth, emphasizing that students can understand basic theoretical statistical concepts and statistical procedures in different situations. The course topics include statistical inference, including: impartiality, consistency, validity, exponential family, sufficiency, maximum likelihood estimator, maximum likelihood method and its asymptotic theory. Theory, Cramér-Rao inequality, UMVUE, Rao-Blackwell theorem, single-sample and two-sample confidence intervals and normality theory of hypothesis testing and its related large-sample methods, single-sample and two-sample confidence intervals and hypothesis testing normality theory and its related large-sample methods, sequential statistics, optimal hypothesis testing, Neyman-Pearson lemma, MP test, UMP test, MLR family, UMPU Test, LR test
參考書目 Reference Books
Hogg, R.V. and E.A. Tanis:Probability and Statistical Inference(8th Edition)
Hogg, R.V. and E.A. Tanis: Probability and Statistical Inference(8th Edition)
評分方式 Grading
評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
---|---|---|
第一次考試 first exam |
20 | |
期中考 midterm exam |
25 | |
第二次考試 second exam |
25 | |
期末考 final exam |
30 |
授課大綱 Course Plan
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相似課程 Related Courses
課程代碼 Course Code |
課程名稱 Course Name |
授課教師 Instructor |
時間地點 Time & Room |
學分 Credits |
操作 Actions |
---|---|---|---|---|---|
必修-1757
|
統計系3A 王榮琮 | 一/7,二/5[M218] 二/3,4[M221] | 3-3 | 詳細資訊 Details | |
必修-1759
|
統計系3B 王榮琮 | 一/8,9[M218] 二/5,6[M221] | 3-3 | 詳細資訊 Details |
課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 6142
- 學分 Credit: 4-4
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上課時間 Course Time:Wednesday/3,4,Friday/3,4[M115]
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授課教師 Teacher:沈維雄
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修課班級 Class:統計碩1
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選課備註 Memo:甲組
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