相關閱讀資料
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審定:無 |
教材
Texts
必讀教材
Required
Larsen, Richard和Morris Marx《數理統計學及其應用導讀》第三版,Upper Saddle River, NJ: Prentice Hall, 2000. ISBN: 0139223037.
Larsen, Richard, and Morris Marx. Introduction to Mathematical Statistics and its Applications. 3rd ed. Upper Saddle River, NJ: Prentice Hall, 2000. ISBN: 0139223037.
Larsen, Richard, and Morris Marx. Introduction to Mathematical Statistics and its Applications. 3rd ed. Upper Saddle River, NJ: Prentice Hall, 2000. ISBN: 0139223037.
該書內容相對本課程水平較為容易,但我認為其中有很好的討論。
It's easier than the level of the course, but I think it provides pretty good discussions.
推薦閱讀資料
Recommended
DeGroot, Morris和Mark Schervish《概率和統計學》Reading, MA: Addison-Wesley, 2001. ISBN: 0201524880.
DeGroot, Morris, and Mark Schervish. Probability and Statistics. Reading, MA: Addison-Wesley, 2001. ISBN: 0201524880.
DeGroot的著作容很好,但是較難。
DeGroot is a good but somewhat more difficult book.
Lindgren, Bernard 《統計學理論》New York, NY: Chapman and Hall, 1993. ISBN: 0412041812.
Lindgren, Bernard. Statistical Theory. New York, NY: Chapman and Hall, 1993. ISBN: 0412041812.
Lindgren沒有提供更多直覺的知識,但是一本很好的參考資料.
Lindgren doesn't offer much intuition, but it's a nice reference.
每周閱讀材料
Readings by Week
從Larsen和Marx(L& M),DeGroot(D)和Lindgren (L)書中選取。
Readings are from Larsen and Marx (L&M), DeGroot (D), and Lindgren (L).
| 週 | 課程單元 | 閱讀資料 |
|---|---|---|
| 1-2 | 機率 Probability |
L&M, 1.1-1.3, 和 2.1-2.9 L&M, 1.1-1.3, and 2.1-2.9 D, 1.1-1.11, 和 2.1-2.2 D, 1.1-1.11, and 2.1-2.2 L, 1.1-1.3 L, 1.1-1.3 |
| 3-4 | 隨機變數,分布函數 Random Variables, Distribution Functions |
L&M, 3.1-3.4 L&M, 3.1-3.4 D, 3.1-3.4, 和 3.7 D, 3.1-3.4, and 3.7 L, 2.1 L, 2.1 |
| 5-6 | 隨機變數變換 Random Variable Transformations |
L&M, 3.5-3.6 L&M, 3.5-3.6 D, 3.8-3.9 D, 3.8-3.9 L, 2.1.6 L, 2.1.6 |
| 7-8 | 條件分布,期望 Conditional Distributions, Expectations |
L&M, 3.7-3.13 L&M, 3.7-3.13 D, 3.6, 和 4.1-4.7 D, 3.6, and 4.1-4.7 L, 2.1.8, 和 2.2 L, 2.1.8, and 2.2 |
| 9-10 | 特殊分布 Special Distributions |
L&M, chapter 4 L&M, chapter 4 D, 第5章和習作 5.7-5.8 D, chapter 5, and ex. 5.7-5.8 L, 第3章 L, chapter 3 |
| 11-12 | 大數法則,極限定理 Law of Large Numbers, Limit Theorems |
L&M, 7.3-7.4 L&M, 7.3-7.4 D, 5.7 D, 5.7 L, 2.5 L, 2.5 |
| 13-14 | 估計方法,性質 Estimation Methods, Properties |
L&M, 5.1-5.8, 和 7.2 L&M, 5.1-5.8, and 7.2 D, 6.1, 和 6.5-6.7 D, 6.1, and 6.5-6.7 L, 5.1-5.2 L, 5.1-5.2 |
| 15 | 置信區間 Confidence Intervals |
L&M, 5.9-5.10 L&M, 5.9-5.10 D, 7.5 D, 7.5 L, 5.3 L, 5.3 |
| 16 | 假設檢驗 Hypothesis Testing 高級主題,時間許可貝氏分析,非參數(無母數)方法 Advanced Topics, Time Permitting Bayesian Analysis, Nonparametric Methods |
LL&M, 6.1-6.4, 7.5-7.7, 和 8.1-8.5 &M, 6.1-6.4, 7.5-7.7, and 8.1-8.5 D, 第8章 D, chapter 8 L, 6.1-6.2 L, 6.1-6.2 |
| 17 | 測驗周 Exam Week |
