此參考說明所註明的目錄。請向該機構確認當前課程供給與適用於你入學的條件。
課程說明
數理統計 II 多變量、邊際與條件分配、獨立性、期望值、共變異、條件期望。隨機變數的函數、變換技術、順序統計。特殊與極限分配。中心極限定理之證明。點估計：效率、一致性、大數法則、充分性、Rao–Blackwell 定理、MVUE。區間估計。假設檢定：Neyman–Pearson 理論、概似比檢定、貝式推論。講課每週 3 小時；實驗/導修每週 1 小時。先修科目：STAT（MATH）2P03 與 STAT（MATH）2P82 或得授課教師許可。注意：本課程可能以多種授課方式提供。授課方式將列於學期課表。本課程已獲美國精算學會核准為數理統計之 VEE 學分。修畢本課程將取代先前取得之成績與學分於 MATH 3P85。
先修條件
- 先修科目：STAT（MATH）2P03 與 STAT（MATH）2P82 或得授課教師許可。
條件與方式
- 先修科目：STAT（MATH）2P03 與 STAT（MATH）2P82 或得授課教師許可。
- 注意：本課程可能以多種授課方式提供。授課方式將列於學期課表。本課程已獲美國精算學會核准為數理統計之 VEE 學分。修畢本課程將取代先前取得之成績與學分於 MATH 3P85。
原文參考文本
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.
來源與參考
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來源參考 : https://brocku.ca/webcal/2024/undergrad/math.html