統計推論(博)
Statistical Inference
| 節 | 週三 |
|---|---|
5 13:20–14:10 | 統計推論(博) A406 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
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.
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.
無備註
The projector and the blackboard will be used for this course.
作業部份: 1. Homework Assignments 1: 15 problems selected from Chapters 2 and 3; due at 1:20 p.m. on Wednesday, November 8, 2023 (the 9th week). 2. Homework Assignments 2: 15 problems selected from Chapters 8 and 11; due at 1:20 p.m. on Wednesday, January 10, 2024 (the 18th 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, November 8, 2023 (the 9th week). 2. Final examination: 5 problems selected from Homework Assignments 2; from 1:20 p.m. to 4:20 p.m. on Wednesday, January 10, 2024 (the 18th 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%.
Chapter 2. Classical Theory of Estimation
- 講授：
- 3 weeks
Chapter 3. Testing Hypotheses for a Single Parameter
- 講授：
- 4 weeks
Chapter 8. Asymptotic theory for Maximum Likelihood Estimation
- 講授：
- 4 weeks
Chapter 11. Asymptotic Hypothesis Test
- 講授：
- 4 weeks
| 週次 | 主題 |
|---|---|
| 第 1 週 | Chapter 2 Classical Theory of Estimation (1) 2023-09-13(三) |
| 第 2 週 | Chapter 2 Classical Theory of Estimation (2) 2023-09-20(三) |
| 第 3 週 | Chapter 2 Classical Theory of Estimation (3) 2023-09-27(三) |
| 第 4 週 | Chapter 3 Testing Hypotheses for a Single Parameter (1) 2023-10-04(三) |
| 第 5 週 | Chapter 3 Testing Hypotheses for a Single Parameter (2) 2023-10-11(三) |
| 第 6 週 | Chapter 3 Testing Hypotheses for a Single Parameter (3) 2023-10-18(三) |
| 第 7 週 | Chapter 3 Testing Hypotheses for a Single Parameter (4) 2023-10-25(三) |
| 第 8 週 | Chapter 8 Asymptotic theory for Maximum Likelihood Estimation (1) 2023-11-01(三) |
| 第 9 週 | (1) Homework Assignments 1: 15 problems selected from Chapters 2 and 3; due at 1:20 p.m. (2) Midterm examination: 5 problems selected from Homework Assignments 1; from 1:20 p.m. to 4:20 p.m. 2023-11-08(三) |
| 第 10 週 | Chapter 8 Asymptotic theory for Maximum Likelihood Estimation (2) 2023-11-15(三) |
| 第 11 週 | Chapter 8 Asymptotic theory for Maximum Likelihood Estimation (3) 2023-11-22(三) |
| 第 12 週 | Chapter 8 Asymptotic theory for Maximum Likelihood Estimation (4) 2023-11-29(三) |
| 第 13 週 | 全校運動會(停課) 2023-12-06(三) |
| 第 14 週 | Chapter 11 Asymptotic Hypothesis Test (1) 2023-12-13(三) |
| 第 15 週 | Chapter 11 Asymptotic Hypothesis Test (2) 2023-12-20(三) |
| 第 16 週 | Chapter 11 Asymptotic Hypothesis Test (3) 2023-12-27(三) |
| 第 17 週 | Chapter 11 Asymptotic Hypothesis Test (4) 2024-01-03(三) |
| 第 18 週 | (1) Homework Assignments 2: 15 problems selected from Chapters 8 and 11; due at 1:20 p.m. (2) Final examination: 5 problems selected from Homework Assignments 2; from 1:20 p.m. to 4:20 p.m. 2024-01-10(三) |
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.
- 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