數理統計學(二)(1092)
開課教師｜Instructor
劉惠美
專長領域：線性不等式假設檢定、多變量分析、重點抽樣之應用、線性模型
課程介紹｜Content
This course is designed to cover some introductory theoretical knowledge of the probability and statistics. Although the primary focus is on a mathematical development of the subject, examples and exercises are oriented toward applications. After taking this course, students can gain solid mathematical understanding of probability theory fundamental to all future work in probability and statistics.
課程目標｜Goal
Course Outline
- Statistics and Sampling Distributions.
- Limiting Distribution.
- Point Estimation.
- Sufficient Statistic and Completeness.
- Interval Estimation.
- Tests of Hypotheses
修完此門課，可以考美國精算師考試的P(Probability)科。
課程進度｜Schedule
|
週次 Week |
日期 Date |
課程主題 Topic |
課程內容與指定閱讀Content and Reading Assignment |
教學活動與作業Teaching Activities and Homework |
助教任務 TA workload expectation |
|
|
課堂講授 In-class Hours |
課程前後 Outside-of-class Hours |
|||||
|
1 |
2/26 |
order statistic |
請複習Chap 61. |
請複習Chap 6 |
錄影及上傳上課內容 |
|
|
2 |
3/05 |
Limiting Distribution |
7-1,7-2,7-3 |
Chap 7課堂上指定 |
解題與複習第一週上課內容 |
錄影及上傳上課內容 |
|
3 |
3/12 |
Limiting Distribution |
7-4,7-5,7-6,7-7 |
課堂上指定 |
解題與複習第二週上課內容 |
錄影及上傳上課內容 |
|
4 |
3/19 |
Statistics and Sampling Distributions |
8-1,8-2 |
課堂上指定 |
解題與複習第三週上課內容 |
錄影及上傳上課內容 |
|
5 |
3/26 |
Point Estimation |
9-1,9-2 |
課堂上指定 |
解題與複習第四週上課內容 |
通知課務組借教室。錄影及上傳上課內容 |
|
6 |
4/02 |
放假 |
|
請複習 Chap. 7 & 8 |
解題與複習第五週上課內容 |
錄影及上傳上課內容 |
|
7 |
4/09 |
Point Estimation |
chap 9 |
課堂上指定 |
解題與複習 |
錄影及上傳上課內容 |
|
8 |
4/16 |
Sufficiency and Completeness Quiz I |
10-1,10-2 |
課堂上指定 |
監考及回答學生問題 |
進行IPCM討論，協助閱卷。錄影及上傳上課內容 |
|
9 |
4/23 |
MIDTERM EXAM |
6-4~9-4 |
GOOD LUCK |
講解Quiz I 監考及回答學生問題 |
進行IPCM討論。協助閱卷 |
|
10 |
4/30 |
Sufficiency and Completeness |
10-3,10-4 |
課堂上指定 |
NO TA class |
錄影及上傳上課內容 |
|
11 |
5/07 |
Interval Estimation |
11-1,11-2 |
課堂上指定 |
解題與複習第十週上課內容 |
錄影及上傳上課內容 |
|
12 |
5/14 |
Interval Estimation |
11-3 |
課堂上指定 |
解題與複習第十一週上課內容 |
通知課務組借教室，進行IPCM討論。錄影及上傳上課內容 |
|
13 |
5/21 |
Quiz II |
9-3~11-3 |
課堂上指定 |
解題與複習第十二週上課內容 |
錄影及上傳上課內容 |
|
14 |
5/28 |
校慶 |
12-1,12-2,12-3 |
課堂上指定 |
解題與複習第十三週上課內容，解題quizII |
安排至電腦教室以R程式語言模擬中央極限定理 |
|
15 |
6/04 |
Tests of Hypotheses |
12-4,12-5,12-6 |
課堂上指定 |
解題與複習第十四週上課內容 |
錄影及上傳上課內容 |
|
16 |
6/11 |
Tests of Hypotheses |
12-7,12-8,12-9,12-10 |
課堂上指定 |
解題與複習第十五週上課內容 |
通知課務組借教室。錄影及上傳上課內容 |
|
17 |
6/18 |
Linear Regression Model |
13-1,13-2,13-6,13-7 |
課堂上指定 |
解題與複習第十六週上課內容 |
錄影及上傳上課內容 |
|
18 |
Final Exam |
GOOD LUCK |
|
監考及回答學生問題 |
協助閱卷 |
|
上課形式｜Activities
講述 100%
評分標準｜Grading
Grading (隨上課學生表現調整)
1.Homework (Assigned weekly)
2.TA Quizzes +TA Class attendance 5%
3.Mid-Term Exam: 4/23/2021 9:30~12:00 23%
4.Quiz(I) + Quiz(II) 50%
5.Final Exam: 6/18/2021 9:30~12:00 23%
先備知識｜Prerequisites
微積分
參考書目｜Readings
Text Book：
Bain/Introduction to Probability and Mathematical Statistics (平裝) 2/E 1992
Reference：
1.Ghahramani, S. Fundamentals of Probability. Prentice-Hall, Inc., 1996.
2.Hogg, Robert V., and Craig, Allen T. Introduction to Mathematical Statistics. 5th edition, Prentice-Hall, Inc., 1995.
3.Hogg and Tanis, Probability and Statistical Inference. 6th edition, Prentice-Hall, Inc., 2001.
