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翻譯:宋子方(簡介並寄信)
編輯:馬景文(簡介並寄信)
(編註:輔助教室
編輯所設置自學書院網站設有本課程的輔助教室,內容包括部份閱讀文章的翻譯本,中文文獻連結,和自學者論壇。)


必讀課本
Required Text

Ross, Sheldon M. 《工程師和科學家作的機率論和統計學導讀》第三版,San Diego, CA: Academic Press, 2004,ISBN:0125980574
Ross, Sheldon M. Introduction to Probability and Statistic for Engineers and Scientists. 3rd ed. San Diego, CA: Academic Press, 2004. ISBN: 0125980574.

推薦課本
Recommended Texts

Larsen, R. J.和M. L. Marx. 《數理統計學及其應用導讀》 第三版, Upper Saddle Rive, NJ: Prentice Hall, 2001.
Larsen, R. J., and M. L. Marx. Introduction to Mathematical Statistics and its Applications. 3rd ed. Upper Saddle Rive, NJ: Prentice Hall, 2001.

DeGroot, M. H.和M. J. Schervish.《機率論和統計學》 第三版, Boston, MA: Addison-Wesley, 2002.
DeGroot, M. H., and M. J. Schervish. Probability and Statistics. 3rd ed. Boston, MA: Addison-Wesley, 2002.

Larsen和Marx的課本比Ross較通俗,而DeGroot和Schervish的課本非常好,但是稍微艱深。其他資源參見相關資源部分。
Larsen and Marx's book is a bit more chatty than Ross', while DeGroot and Schervish's is a very good book but somewhat more difficult. Additional resources are available in the related resources section.

閱讀資料來自於Ross (ROS),Larsen & Marx (LM)和Degroot & Schervish (DS)的課本。注意ROS的課本不包括所有題目,卻是最貼切課堂教學的課本。
The readings are from Ross (ROS), Larsen & Marx (LM), and Degroot & Schervish (DS). Note that ROS does not cover all the topics, but is the book that follows more closely the material taught in class.


課程單元 ROS LM DS
1 集合論和機率論
Set and Probability Theory
章節 3
Chapter 3
章節1.1 - 1.3, 2.1 - 2.10
Chapter 1.1 - 1.3, 2.1 - 2.10
章節1, 2.1 - 2.3
Chapter 1, 2.1 - 2.3
2 隨機變數,機率質量/密度函數,累進分布函數(單變數模型)
Random Variables, Probability Mass/Density Function, Cumulative Distribution Function (Univariate Model)
章節4.1 - 4.2, 5.1, 160 - 1頁
Chapter 4.1 - 4.2, 5.1, pp. 160 - 1
章節3.1 - 3.4
Chapter 3.1 - 3.4
章節3.1 - 3.3
Chapter 3.1 - 3.3
3 多隨機變數,雙變數分布,邊際分布,條件分布,獨立性,多變縣分布
Multiple Random Variables, Bivariate Distribution, Marginal Distribution, Conditional Distribution, Independence, Multivariate Distribution
章節4.3
Chapter 4.3
章節3.5 - 3.6, 3.9
Chapter 3.5 - 3.6, 3.9
章節3.4 - 3.7
Chapter 3.4 - 3.7
4 期望(矩)
Expectation (Moments)
章節4.4 - 4.9
Chapter 4.4 - 4.9
章節3.10 - 3.13, 3.15 - 3.16
Chapter 3.10 - 3.13, 3.15 - 3.16
章節4.1 - 4.7
Chapter 4.1 - 4.7
5 復習和第1次考試
Review and Exam 1
6 隨機變數和隨機向量變換(單變數和多變數模型)
Random Variable and Random Vector Transformations (Univariate and Multivariate Models)
章節3.7
Chapter 3.7
章節3.8 - 3.9
Chapter 3.8 - 3.9
7 特殊分布和期中評價
Special Distributions and Midterm Evaluation
章節5.1 - 5.8
Chapter 5.1 - 5.8
章節3.3, 4.1 - 4.3, 4.5 - 4.6
Chapter 3.3, 4.1 - 4.3, 4.5 - 4.6
章節5.1 - 5.6, 5.9
Chapter 5.1 - 5.6, 5.9
8 復習和第2次考試
Review and Exam 2
9 隨機抽樣,大數法則,中心極限定理
Random Sample, Law of Large Numbers, Central Limit Theorem
章節6, 4.9, 1和2
Chapter 6, 4.9, 1 and 2
章節3.14, pp. 272 - 5, 5.1, 5.4
Chapter 3.14, pp. 272 - 5, 5.1, 5.4
章節4.8, 5.7, 7.1, 7.7
Chapter 4.8, 5.7, 7.1, 7.7
10 點估計和點估計方法
Point Estimators and Point Estimation Methods
章節 7.7, 7.1 - 7.2
Chapter 7.7, 7.1 - 7.2
章節5.2
Chapter 5.2
章節6.5 - 6.6
Chapter 6.5 - 6.6
11 區間估計和置信區間
Interval Estimation and Confidence Intervals
章節7.3 - 7.6, 5.8.2 - 3
Chapter 7.3 - 7.6, 5.8.2 - 3
章節5.3
Chapter 5.3
章節7.5
Chapter 7.5
12 假設檢驗
Hypothesis Testing
章節8
Chapter 8
章節6, 9.1 - 9.2
Chapter 6, 9.1 - 9.2
章節8
Chapter 8
13 復習和第3次考試
Review and Exam 3