統計理論 (Statistical Theory)

開課學期：113 學年度第 1、2 學期

開課班級：統計系碩士班

學分數：3/3

上課時間：

• 星期四第 3, 4, 5 節 (B605)

授課老師：

• 吳碩傑
• Office: B831
• Tel: 2621-5656 Ext. 2886
• E-mail: shuo@stat.tku.edu.tw
• Webpage http://www1.stat.tku.edu.tw/~shuo/

先修科目：

• 建議欲修習本課程的同學，需學過下列書籍中任意一本或其他類似書籍之相關章節。

• Roussas, G. G. (1997). A Course in Mathematical Statistics, 2nd ed., Academic Press.  (Chapters 1-13, 15)
• Hogg, R. V. and Craig, A. T. (1995). Introduction to Mathematical Statistics, 5th ed., Prentice Hall.  (Chapters 1-7, Chapter 8 (Sections 8.1, 8.2, 8.3), Chapter 9 (Sections 9.1, 9.2, 9.3))
• Mood, A. M., Graybill, F. A. and Boes, D. C. (1974). Introduction to the Theory of Statistics, 3rd ed., McGraw-Hill.  (Chapters I-IX)

教科書：

• Casella, G. and Berger, R. L. (2002). Statistical Inference, 2nd ed., Duxbury Press.

參考書籍：

• Bickel, P. J. and Doksum, K. A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics, Vol I, 2nd ed., Prentice Hall.
• Lehmann, E. L. (1983). Theory of Point Estimation, Wiley.
• Lehmann, E. L. (1986). Testing Statistical Hypotheses, 2nd ed., Wiley.
• Lehmann, E. L. and Casella, G. (1998). Theory of Point Estimation, 2nd ed., Springer.
• Lehmann, E. L. and Romano, J. P. (2005). Testing Statistical Hypotheses, 3rd ed., Springer.
• Rohatgi, V. K. and Saleh, A. K. Md. E. (2001). An Introduction to Probability and Statistics, 2nd ed., Wiley.
• Shao, J. (2003). Mathematical Statistics, 2nd ed., Springer.

主題：

• 上學期

• Probability theory
• Transformations and expectations
• Common families of distributions
• Multiple random variables
• Properties of a random sample

• 下學期

• Principles of data reduction
• Point estimation
• Hypothesis testing
• Interval estimation
• Asymptotic evaluations
• Other topics (time permitting)

評分方法：

• 上學期

• 小考四次： 100%

• 下學期

• 視進度原則每週第三節課小考若干次： 100%

練習題目：