課程說明
機率論基礎;精確與漸近抽樣分配;無偏性、一致性、效率性、充分性與完備性;最大概似估計量的性質;基於次序統計量與樣本分位數之位置與尺度參數的最小平方法估計;最佳漸近常態(BAN)估計量。
先修條件
- 先修科目:STAT 3559 或系所許可。
條件與方式
- 先修科目:STAT 3559 或系所許可。
- 亦於研究所開設,但要求不同,列為 STAT 5600,取得該課程學分者不得重複取得本課程之學分。
- 每週授課三小時。
原文參考文本
Preliminaries on probability theory; exact and asymptotic sampling distributions; unbiasedness, consistency, efficiency, sufficiency and completeness; properties of maximum likelihood estimators; least squares estimation of location and scale parameters based on order statistics and sample quantiles; Best Asymptotically Normal (BAN) estimators.
- Prerequisite(s): STAT 3559 or permission of the School.
- Also offered at the graduate level, with different requirements, as STAT 5600 , for which additional credit is precluded.
- Lectures three hours a week.
來源與參考
保留日期與來源以協助你核實資料。為便於閱讀提供譯文;官方來源為條件與要求的參照。
來源參考 : https://calendar.carleton.ca/undergrad/courses/STAT/