大樣本理論   (90年度 上學期)

1.Central Limit Theorems and the bootstrap method. 2.Laws of Large Numbers and Central Limit Theorems. 3.Modes of Convergence and Their Relations. 4.Properties of Maximum Likelihood Estimate. 5.The Cramer-Rao Lower Bound and Efficiency. 6.Likelihood Ratio Test Statistics. 7.Nonparametric Asymptotic Statistics (a) Asymptotic Distribution for Rank Statistics. (b) Order statistics and Asymptotic Distribution for Sample Quantiles. 8.Asymptotic Distribution of Posterior Distribution.

1.Chen, Hung (2000) Class notes 見www.math.ntu.edu.tw/~hchen/ 2. Ferguson, Thomas S. (1996), A Course in Large Sample Theory, London: Chapman & Hall. 3. Lehmann (1998) Elements of Large Sample Theory, Springer.

作業70%，期中考30%。但非數學系及流病所生統組博士班同學， 可選擇不考期中考，而僅依據作業計分。

主要使用授課教師的講義，另二本書供參考用。習題是這門課的重點，全學期約五十題。預備知識：假設學生已修習過一年研究所水準的數理統計或等同課程（如計量經濟學）。歡迎各系博士班同學修習。