大樣本理論   (91年度 下學期)

本課程內容涵蓋下列六個主題： 1. Bootstrap Method and its validity 2. Order statistics: finite sample property and large sample approximation 3. Asymptotic analysis on linear statistics with independent components : consistency, asymptotic normality, double array central limit theorem 4. Asymptotic Theory of Maximum Likelihood Estimate 5. Large Sample Tests and Confidence Regions 6. Rank tests and U-statistics

Bickel, P.J. and Doksum, K.J. (2001) Mathematical Statistics: Basic Ideas and Selected Topics Volume 1. Prentice Hall. Lehmann, E.L. and G. Casella (1998) Theory of Point Estimation, 2nd ed. New York: springer, 1998. 上課講義可由網站(http://www.math.ntu.edu.tw/~hchen/)取得

習題（70%；每二週指定一次，每次約6-7題）、期中考（20%）、課堂討論(10%)