Department of Statistics, College of Commerce, NCCU
Huang, Tzee-Ming
NATIONAL CHENGCHI UNIVERSITY
COLLEGE OF COMMERCE
DEPARTMENT OF STATISTICS
REGULAR Ph. D PROGRAM
MATHEMATICAL STATISTICS
FALL 2010
A. Instructor:
Office:
E-mail:
Office Hours:
Huang, Tzee-Ming
Room 0830, Research Building
tmhuang@nccu.edu.tw
Wednesday 15:00 - 17:00 and by appointment
B. Books
1. (Reference): Theory of Point Estimation by E. L. Lehmann.
2. (Reference): Testing Statistical Hypotheses by E. L. Lehmann.
3. (Textbook): Mathematical Statistics by Jun Shao.
C. Course Objectives
This two-semester course will focus on frequentist Statistics, Bayesian Statistics, and
recently developed statistical methodologies from a theoretical perspective. Students will
be trained in a mathematically rigorous fashion and are expected to develop the ability of
deriving theoretical results for their future research after completing this course.
D. Grading Policy
1. Homework -------------------------------------- 100 %
Total
100 %
E. Important Notes and Policies
1. The topics in the content column of the class schedule are subject to modification.
2. The textbook has 2 editions. Edition 1 is much cheaper than Edition 2, but may be
hard to find. You can go to http://www.bestbookbuys.com or other online
bookstores to find a cheap version. The ISBN’s are 038798674X and 9624300917
(the different ISBN’s are probably due to different editions).
syllabus_Stats_Ph. D_Mathematical Statistics_Huang, Tzee-Ming: 1 of 2
Department of Statistics, College of Commerce, NCCU
Huang, Tzee-Ming
CLASS SCHEDULE
Week Content
Text
1
Probability Theory Review.
1
2
Population and Samples, Exponential Family.
2.1
3
Sufficient Statistics.
2.2
4
Complete Statistics, Decision Theory (I).
2.2,2.3
5
Decision Theory (II).
2.3
6
Asymptotic Inference.
2.5
7
UMVUE (I).
3.1
8
UMVUE (II).
3.1
9
Invariance
4.2
10
Invariance
4.2
11
Bayesian Estimation (I)
4.1
12
Bayesian Estimation (II)
4.1
13
Minimax and Admissibility
4.3
14
Minimax and Admissibility
4.3
15
Asymptotic Efficient Estimation
4.5
16
Asymptotic Efficient Estimation
4.5
17
Asymptotic Efficient Estimation
4.5
Reading Case
syllabus_Stats_Ph. D_Mathematical Statistics_Huang, Tzee-Ming: 2 of 2