Statistics Program

Course description

Advanced Statistical Inference (I)

  • Course number : 221 U1570
  • Credits : 3 units
  • Required or Requisite : Requisite
  • Time : autumn
  • Prerequisites : Introduction to Probability Theory
  • Course Description :
    probability; probability distribution; random variable; transformations and expectations; common families of distributions; exponential families; conditional probability; random samples; convergence; limit theorem; sufficiency; methods of estimation; maximum likelihood estimators; bayes estimators; delta method.
  • 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.

Last updated: August 6, 2003

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