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描述
数理统计 II 多元、边缘与条件分布、独立性、期望、协方差、条件期望。随机变量的函数、变换技术、顺序统计量。特殊与极限分布。中心极限定理的证明。点估计：效率、一致性、大数定律、充分性、Rao–Blackwell 定理 MVUE。区间估计。假设检验：Neyman–Pearson 理论、似然比检验、贝叶斯推断。讲座每周 3 小时；实验/辅导每周 1 小时。先修科目：STAT (MATH) 2P03 与 STAT (MATH) 2P82 或经授课教师许可。注：本课程可能以多种授课方式提供。授课方式将在学期课程表中列出。本课程已获美国精算学会批准为数理统计的 VEE 学分。修完本课程将取代先前在 MATH 3P85 获得的成绩与学分。
先修课程
- 先修科目：STAT (MATH) 2P03 与 STAT (MATH) 2P82 或经授课教师许可。
条件与方式
- 先修科目：STAT (MATH) 2P03 与 STAT (MATH) 2P82 或经授课教师许可。
- 注：本课程可能以多种授课方式提供。授课方式将在学期课程表中列出。本课程已获美国精算学会批准为数理统计的 VEE 学分。修完本课程将取代先前在 MATH 3P85 获得的成绩与学分。
原文参考文本
Mathematical Statistics II Multivariate, marginal and conditional distributions, independence, expectation, covariance, conditional expectation. Functions of random variables, transformation techniques, order statistics. Special and limiting distributions. Proof of central limit theorem. Point estimation: efficiency, consistency, law of large numbers, sufficiency, Rao-Blackwell theorem MVUE. Interval estimation. Hypothesis testing: Neyman-Pearson theory, likelihood ratio test, Bayesian inference. Lectures, 3 hours per week; lab/tutorial, 1 hour per week. Prerequisite(s): STAT (MATH) 2P03 and STAT (MATH) 2P82 or permission of the instructor. Note: this course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term. This course has been approved by the Society of Actuaries as a VEE credit in Mathematical Statistics. Completion of this course will replace previously assigned grade and credit obtained in MATH 3P85.
- Prerequisite(s): STAT (MATH) 2P03 and STAT (MATH) 2P82 or permission of the instructor.
- Note: this course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term. This course has been approved by the Society of Actuaries as a VEE credit in Mathematical Statistics. Completion of this course will replace previously assigned grade and credit obtained in MATH 3P85.
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来源参考 : https://brocku.ca/webcal/2024/undergrad/math.html