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統計學(II)

課程名稱：Statistics (II)

上課班級：

授課教師：陳榮治

學 分 數：3

□必修g選修 

先修科目：Probability/Statistics(I)

上課時數：3

一、教學目標：%

1.     Students are expected to learn about some important topics in inferential statistics such as the estimation, confidence interval, hypothesis testing, optimal tests and sufficient statistics.

2.     Students should understand some basic definitions, terms and theorems in each topic including type I error, type II error, the power of a test, powerful tests, the central limit theorem, and the Neyman-Pearson theorem..

3.     Students need to know how to apply their knowledge learned from each topic to solve relevant problems in their daily life.

4.     In order to promote their understanding and efficiency, students are expected to use technology and software as tools to support their learning.

二、教學方式及評量方式：

教學方法：!

1.     Teacher-centered: Explication of procedures, concepts and theory

2.     Students-centered: Understanding, practice on skills and applications

評量方式：C

1.     Regular homework and quizzes (30%)

2.     Midterm test (30%)

3.      Final test (40%)

三、教學內容及進度：&

(1)    Continuous random variables and their probability distribution including the normal distribution.(1 week).

(2)    Multivariate probability distributions (1 week).

(3)    Functions of random variables (1 week).

(4)    Sampling distribution and the central limit theorem (2 weeks).

(5)    Estimation (2 weeks).

(6)    Properties of point estimators and methods of estimation (2 weeks).

(7)    Hypothesis testing (3 weeks).

(8)    Optimal tests (3 weeks).

(9)     Sufficient statistics (3 weeks).

四、參考書

1.                Robert Hogg; Allen Craig; Joseph McKean. (2004). Introduction to Mathematical Statistics, Sixth Edition. Prentice Hall, Cliffs, , . (Textbook).

2.                Steven F. Arnold, (1995). Mathematical Statistics. Prentice –Hall, Cliffs, , .

3.                William Mendenhall, Dennis Wackerly, Richard Scheaffer, (1990). Mathematical Statistics with Applications. PWS-KENT Publishing Company, .

4.                 V.K. Rohatgi, An Introduction to Probability Theory and Mathematical Statistics. John Wiley & Sons, Inc., .