Probability Theory Course Information

Wu: prob97

機率論 (Introduction to Probability Theory)

開課學期：97 學年度上、下學期
開課班級：統計二C
學分數：3/3
上課時間：

星期二第 1, 2 節 (B617)、星期三第 4 節 (B617)
助教實習：星期一第 8, 9 節（黃淑芬助教）

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：微積分

教科書：

Roussas, G. G. (1997). A Course in Mathematical Statistics, 2nd edition, Academic Press. (Chapters 1 - 7, 9, 10)

推薦參考書籍：

Hogg, R. V., McKean, J. W. and Craig, A. T. (2005). Introduction to Mathematical Statistics, 6th edition, Prentice Hall. (Chapters 1 - 3)
Ross, S. (2005). A First Course in Probability, 7th edition, Prentice Hall.

其他參考書籍：

Hoel, P. G., Port, S. C. and Stone, C. J. (1971). Introduction to Probability Theory, Houghton Mifflin Company.
Hogg, R. V. and Craig, A. T. (1995). Introduction to Mathematical Statistics, 5th edition, Prentice Hall.
Larsen, R. J. and Marx, M. L. (2006). An Introduction to Mathematical Statistics and Its Applications, 4th edition, Prentice Hall.
Mood, A. M., Graybill, F. A. and Boes, D. C. (1974). Introduction to the Theory of Statistics, 3rd edition, McGraw-Hill. (Chapters I - VI)
Wackerly, D. D., Mendenhall, W. and Scheaffer, R. L. (2007). Mathematical Statistics with Applications, 7th edition, Duxbury.

主題：

上學期：

Basic concepts of set theory (Chapter 1)
Some probabilistic concepts and results (Chapter 2)
Random variables and their distributions (Chapter 3)
Distribution functions, probability densities, and their relationship (Chapter 4)

下學期：

Moments of random variables - some moment and probability inequalities (Chapter 5)
Characteristic functions, moment generating functions, and related theorems (Chapter 6)
Stochastic independence with some applications (Chapter 7)
Transformations of random variables and random vectors (Chapter 9)
Order Statistics (Chapter 10, if time permitting)

評分方法：

助教實習： 20% (凡修本課程者一律必須上實習課，否則助教實習分數以零分計算)
複習考： 10% (開學第二週於助教實習課舉行，未參加者以零分計算，不接受補考)
小考一： 10% (期中考前一至四週於助教實習課舉行，未參加者以零分計算，不接受補考)
小考二： 10% (期末考前一至四週於助教實習課舉行，未參加者以零分計算，不接受補考)
期中考：20%
期末考： 30%

練習作業：

Chapter 1	1.1.1, 1.1.2, 1.1.4, 1.1.6, 1.1.10, 1.1.11, 1.1.12
Chapter 2	2.1.1, 2.1.2, 2.1.3, 2.1.4, 2.1.5, 2.1.6, 2.2.1, 2.2.2, 2.2.3, 2.2.5, 2.2.6, 2.2.7, 2.2.8, 2.2.9, 2.2.10, 2.2.11, 2.2.12, 2.2.13, 2.2.14, 2.3.1, 2.3.2, 2.3.3, 2.3.4, 2.3.5, 2.3.7, 2.3.8, 2.4.18, 2.4.19, 2.4.20
Chapter 3	3.2.2, 3.2.3, 3.2.4, 3.2.6, 3.2.8, 3.2.9, 3.2.10, 3.2.12, 3.2.13, 3.2.14, 3.2.15, 3.2.16, 3.2.19, 3.2.20, 3.2.21, 3.3.2, 3.3.4, 3.3.6, 3.3.7, 3.3.8, 3.3.9, 3.3.10, 3.3.11, 3.3.12, 3.3.13, 3.3.15, 3.3.16, 3.3.17, 3.3.18, 3.3.19, 3.3.20, 3.3.21, 3.3.23, 3.4.2, 3.4.3
Chapter 4	4.1.1, 4.1.2, 4.1.3, 4.1.5, 4.1.8, 4.1.12, 4.1.13, 4.1.14, 4.1.15, 4.2.3, 4.2.4, 4.2.5, 4.2.6, 4.2.7, 4.2.8, 4.3.1, 4.3.2, 4.3.4
Chapter 5	5.1.4, 5.1.5, 5.1.6, 5.1.7, 5.1.9, 5.1.11, 5.1.12, 5.1.13, 5.1.14, 5.1.15, 5.1.17, 5.1.18, 5.1.19, 5.1.20, 5.2.1, 5.2.2, 5.2.4, 5.2.6, 5.2.8, 5.2.9, 5.2.10, 5.2.11, 5.2.13, 5.2.15, 5.2.16, 5.2.17, 5.5.1, 5.5.5, 5.5.6, 5.5.7, 5.5.8, 5.5.9, 5.5.10, 5.5.11, 5.5.12, 5.5.13, 5.5.14, 5.3.2, 5.3.3, 5.3.4, 5.3.6, 5.4.3, 5.4.4, 5.4.7,
Chapter 6	6.5.3, 6.5.4, 6.5.5, 6.5.6, 6.5.7, 6.5.8, 6.5.10, 6.5.11, 6.5.13, 6.5.14, 6.5.16, 6.5.18, 6.5.19, 6.5.21, 6.5.25
Chapter 7	7.1.2, 7.1.4, 7.1.6, 7.1.9, 7.1.12 (請用 m.g.f. 來做), 7.2.1, 7.2.3, 7.2.4, 7.2.5, 7.3.1, 7.3.2, 7.3.3, 7.3.5, 7.3.6, 7.3.7, 7.3.8
Chapter 9	9.1.1, 9.1.4, 9.1.5, 9.1.7, 9.1.8, 9.1.10, 9.1.12, 9.2.1, 9.2.2, 9.2.3, 9.2.4, 9.2.5, 9.2.6, 9.2.7, 9.2.8 (i)(ii)(iii), 9.2.9, 9.2.10, 9.2.11, 9.2.12, 9.3.1, 9.3.3, 9.3.5, 9.3.6, 9.3.9, 9.4.1
Chapter 10	10.1.1, 10.1.2, 10.1.5, 10.1.6, 10.1.8, 10.1.9, 10.1.10, 10.1.11, 10.1.12, 10.1.13, 10.1.14, 10.1.15

Last modified: 18:17:32 Monday September 1, 2008 by Shuo-Jye Wu