Statistics Program

Autumn 2003 Course

Advanced Statistical Inference (I)

  • Course number : 221 U1570
  • Credits : 3 units
  • Required or Requisite : Requisite
  • Instructor : Chin-Tsang Chiang
  • Time : W 789
  • Room : NM103
  • Notice :
  • Prerequisites : Introduction to Probability Theory
  • Course Description :
    1. Topic 1. Probabilities, random variables, and distributions.
    2. Topic 2. Transformations and expectations.
    3. Topic 3. Common families of distributions.
    4. Topic 4. Multivariate probability distributions and related properties.
    5. Topic 5. Random samples, sampling distributions, and convergence concepts.
    6. Topic 6. Sufficiency, likelihood, and equivalence principals.
  • Textbook :
    Casella, G. and Berger, R. L. (2001). Statistical Inference. 2nd edition. Duxbury Press.
  • Reference :
  1. Rice, John A. (1995). Mathematical Statistics and Data Analysis. 2nd edition. Duxbury Press.
  2. Casella, G. and Berger, R.L. (1990). Satistical Inference. 1st edition. Duxbury Press.
  3. Bickel, P.J., and Doksum, K.A. (2001). Mathematical Statistics: Basic Ideas and Selected Topics, Vol. I. 2nd edition Prentice Hall.
  4. Shao, J. (1999) Mathematical Statistics. Springer.
  5. Lehmann, E. L. (1983) Theory of point estimation. Wiley.
  6. Arnold, Steven F. (1990) Mathematical Statistics. Prentice Hall.
  7. Lehmann, E. L. and Casella, G. (1998). Theory of Point Estimation. 2nd Edition, Springer.
  • Grading :
    Homework(20%); Quiz(20%); Midterm(30%); Final exam(30%).

Last updated: August 4, 2003

Address: Department of Mathematics, National Taiwan University, Taipei, Taiwan
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