1587 - 數理統計
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與統計相關之課程的能力，下學期課程主題以統計推論為主，範圍包含：1. 隨機樣本：極限分配及其常態理論、順序統計量、生成隨機樣本技巧 2. 點估計量：最大概似法及其漸進理論、EM演算法、指數族 3. 點估計量之評比：完備充分統計量、MVUE 4. 檢定：NP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 study more advanced statistics-related courses in the future. The course topics for the next semester will be mainly statistical inference, and the scope includes: 1. Random samples: limit distribution and its normality theory, sequential statistics, techniques for generating random samples 2. Point estimators: maximum approximation method and its asymptotic theory, EM algorithm, exponential family 3. Evaluation of point estimators: complete and sufficient statistics, MVUE 4. Test: NP lemma, MP test, UMP test, MLR family, UMPU test, LR test.
參考書目 Reference Books
1. R.V. Hogg, J.W. McKean, A.T. Craig (2020) Introduction to Mathematical Statistics (8e), Pearson.
1. R.V. Hogg, J.W. McKean, A.T. Craig (2020) Introduction to Mathematical Statistics (8e), Pearson.
評分方式 Grading
| 評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
|---|---|---|
|
Midterm Exam Midterm Exam |
30 | |
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Final Exam Final Exam |
30 | |
|
Quizzes and Recitation Class Quizzes and Recitation Classes |
30 | |
|
出席與參與 Attendance and participation |
10 |
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-1588
|
統計系3B 沈葆聖 | 一/1,2,五/2[M117] | 3-3 | 詳細資訊 Details | |
|
必修-6182
|
統計碩1 蘇俊隆 | 五/5,6,7[M115] | 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: 1587
- 學分 Credit: 3-3
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上課時間 Course Time:Tuesday/3,4,Wednesday/5[M219]
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授課教師 Teacher:王榮琮
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修課班級 Class:統計系3A
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選課備註 Memo:人工加選
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