數學系三丙 機率與統計   (I)  (II)
授課老師:蔡碧紋 助理教授      Email: pwtsai@math.ntnu.edu.tw
                                                          http://web.ntnu.edu.tw/~pwtsai/BS.html
                                                          電話: 29320206 ext 205



授課時間及地點:星期二 上午 9:10 12:00pm B 205 教室
office hours: 星期三 上午 9:10 至 11:00am 於 數學館 M205



書目: Hogg & Tanis (2006) “Probability and Statistical Inference” 7th edition, Prentice Hall (華泰書局代理)


機率與統計 (II)

Second semester (Statistical Inference)


1. Overview

2. Sampling distribution

3. 統計估計 Statistical estimation: point estimator and confidence intervals
    Method of moments, Maximum likelihood methods
        unbiased, efficiency, consistency, sufficiency.
    Confidence intervals for means, proportions and variances


5.假說檢定 Hypothesis testing:
    z-tests and t-tests,
    power and sample size

    Best critical regions.
    Likelihood ratio tests

    Confidence intervals for percentiles

6. Non-parametric tests:
    Chi-square tests, Kolmogorov-Smirnov tests
    Wilcoxcon tests
    Mann-Whitney test

7. 貝氏理論


==================================

          
Reference:
(I)  Sheldon Ross (2006) A First Course in Probability 7th ed. Pearson Prentice Hall (華泰書局代理).
Lecture notes from Professor RF Bass based on Ross's book (6th ed.) [pdf file]


科普文章
與統計魔術大師 普西戴爾哥尼斯(Persi Diaconis)對話錄  [html]
 

評分    (A): 作業 (30%),  期中考(30%) 951121; 期末考(40%)
           (B): 作業 (20%),  期中考(30%) 951121; 期末考(50%)
 
課程內容


First semester
 
  1. 組合分析
  2. 機率與統計
  3. 以隨機變數討論機率介紹 probability (mass, density) function, cumulative distribution function, mean, variance, moment,
  4. 介紹常見的隨機變數分配(Heypergeometric, Binomial, , Poisson, 常態分配,exponential分配…)
            - 離散型隨機變數
  - 連 續型隨機變數
  1. 多變量分配