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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。
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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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