南台課程大綱
學年度 107學年第二學期 系所 國際商務學位學程
課程名稱 統計學(二) 班級 四國際商務二甲,四國際金融二甲
授課教師 蔡秉真 點 閱 次 數 42
選修
必修
課程概述
This course is Introduction to Statistics for undergraduate students in finance. The objective of this course is to lay a foundation on statistical methods and time series analysis for undergraduate students. After the course, students are expected to be familiar with important concepts and develop basic skills in statistical methods and time series analysis. In particular, the course pays special attention to applications in Economics and Finance and thus methods and examples covered are relevant in Economics and Finance.

本課程主要介紹推論統計學的基本原理,概念與應用,內容包括t考驗,變異數考驗,變異數分析與實驗設計,適合度與獨立性考驗,以及迴歸分析。
課程目標
課程大綱
1.假設檢定
2.兩母體平均數與比例的統計推論
3.母體變異數的推論
4.適合度與獨立性的檢定
5.變異數分析與實驗設計
6.簡單迴歸
7.複迴歸
8.迴歸分析
英文大綱
1. Random variables: expectation, conditional probability & independence
2. Some special distributions
3. Some special distributions & computer workshop 1
4. The properties of an estimator, Law of Large Numbers (LLN) & Central Limit Theorem (CLT)
5. Statistical inference & hypothesis testing
6. Maximum likelihood methods
7. Computer workshop 2
8. Stochastic processes: stationarity, autocorrelation & uncorrelated processes
9. AR(1) process & unit-root test
10. MA(1) process & computer workshop 3
11. ARMA models
12. Regression with time series errors
13. Computer workshop 4
14. Summary & coursework presentation
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