Course outline

    The course will be given on the basis of 3 hours a week (Tuesday, 10~12 AM and Thursday, 11~12 AM) in 綜合三館 room 834. The materials for teaching will be regularly posted on the course website:

http://www.stat.nthu.edu.tw/~swcheng/Teaching/stat3875/ 

    STAT 3875 is a continuing course of MATH 2820 (Statistics, website: http://www.stat.nthu.edu.tw/~swcheng/Teaching/math2820/index.html), which covers the materials in the textbook, chapters 1-6 and 8-9. This is an advanced course on the theory and application of statistical methods. Based on the probability, (point and interval) estimation, testing, and Bayesian theory presented in MATH 2820, we will now focus on some common statistical methods for various types of data, and develop these methods in a probabilistic and mathematical framework. Topics to be covered include

• survey sampling,

• two-sample comparison,

• analysis of variance,

• analysis of categorical data, and

• linear regression.

For each topic, we will explore aspects of statistical modeling, problem formulation, theoretical statistical inference, and data analysis.

Textbook

Rice, John A. (2007), Mathematical Statistics and Data Analysis, 3^rd Edition. Duxbury Press.

References:

1. Hogg, R. V., McKean, J. W., and Craig, A. T. (2018), Introduction to Mathematical Statistics, 8^th Edition. Pearson Prentice Hall.

2. Wackerly, D.D., Mendenhall, W., and Scheaffer, R.L. (2007), Mathematical Statistics with Applications, 7^th Edition. Duxbury Press.

Assignment

    There will be weekly or bi-weekly assignments. You are free to discuss the assignment questions with your classmates, but you must write up your answers individually. You CANNOT turn answers in as a group or simply reproduce a classmate's write up. All homework must be handed in before the end of class on the day it is due. The homework assignments will be based on the international student edition of the textbook (note that the international student edition has an arrangement of problems somewhat different from the regular edition). You are responsible to make sure that you are doing the homework exercises that are actually assigned.

Contact method and office hours

    My office is in 綜合三館 room 818 (phone extension: 33162). My office hours are scheduled on (1) Thursday, 10~11 AM in my office, and (2) 30 minutes after Tuesday and Thursday lectures (i.e., 12:00~12:30 PM) in 綜合三館 room 834 if time permits. Questions by e-mail are also welcome: my e-mail address swcheng@stat.nthu.edu.tw.

    The information of teaching assistants is as follows:

Grading

    Your grade will be determined by homework (30 %), a midterm (30 %), and a final exam (40 %).  

Prerequisites

    Knowledge of calculus and probability, and basic theory of estimation and hypotheses testing.