数理统计实验班 Mathematical Statistics (Honors) - TA

This course aims to study typical statistical problems and concepts based on random variables and induced samples, including how to properly collect data, perform point and interval estimation, conduct hypothesis testing and make decisions. The course covers basic properties of random variable(s) and sample(s), principles and methods of data reduction and maximum likelihood, point and interval estimation, hypothesis testing, large sample inference, Bayesian statistics and statistical decision theory, parametric and nonparametric methods and so on.

  • InstructorFang Yao
  • Time: Monday Session 3~4, Wednesday Session 5~6 (even week)
  • Place: The 2nd Teaching Building, Room 509
  • Prerequisites: multivariable calculus, linear algebra, probability theory
  • References:
    • 陈家鼎; 孙山泽; 李东风; 刘力平. 数理统计学讲义 (第三版)
    • 陈希孺. 高等数理统计学
    • Casella, George; Berger, Roger L.. Statistical Inference (Second Edition)
    • Hogg, Robert V.; McKean, Joseph W.; Craig, Allen T.. Introduction to Mathematical Statistics (Seventh Edition)
    • Bickel, Peter J.; Doksum, Kjell A.. Mathematical Statistics: Basic Ideas and Selected Topics, Volume I (Second Edition)
    • Lehmann, E.L.; Casella, George. Theory of Point Estimation (Second Edition)
    • Lehmann, E.L.; Romano, Joseph P.. Testing Statistical Hypotheses (Third Edition)

学期: 

秋季学期

开课学年: 

2021

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