sta 2006 0708_outline

sta 2006 0708_outline - STA2006 2007-08 Term II BASIC...

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p.1 of 4 STA2006 2007-08 Term II BASIC CONCEPTS IN STAISTICS AND PROBABILITY II STA 2006A: W (09:30-11:15 LSB LT6) Th (11:30-13:15 LSB LT6) STA 2006B: W (11:30-13:15 LSB LT6) Th (08:30-10:15 LSB LT6) 1. Description: While STA2001 (BASIC CONCEPTS IN STAISTICS AND PROBABILITY I) in Term I introduces the basic concepts of probability and random variables, this course targets at providing the foundation of statistical analysis. Although the mathematical tools employed are quite similar, the philosophies behind are very different. The probability computation is essentially a deductive approach. That is, the probability distribution is considered as “given”. In statistical analysis, an inductive approach is employed: the model is inferred from the data collected. In this course, we will introduce the philosophy of Statistics via the discussion of the following techniques: exploratory data analysis, estimation theory, confidence intervals, hypotheses testing, asymptotic theory, maximum likelihood theory and Bayesian inference. 2. Learning outcomes After taking this course, the students are expected: to understand the basic philosophy of statistical data analysis. to handle standard tasks such as computing various estimates for some model parameters and testing some simple hypotheses. to interpret the estimate and the results of hypotheses testing and confidence interval correctly both in statistical terms and in laymen language. to be able to use simple asymptotic theory. 3. Course Content A. Moment Generating Functions and Central Limit Theorem z Definition and the moment generating property. z
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This note was uploaded on 06/05/2011 for the course STATISTICS 2006 taught by Professor Ho during the Spring '11 term at CUHK.

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sta 2006 0708_outline - STA2006 2007-08 Term II BASIC...

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