课程号:00137960

课程名称:统计思维

开课学期:

学分:    3

先修课程:微积分、线性代数

基本目的:该课程提供一个较为系统、基础、前沿性的统计学概论,课程主要包含:统计学原理、统计推理、贝叶斯推理、统计模型和方法等。帮助学生学会如何实现或应用统计学方法和模型,并能掌握统计学所蕴含的数学机理,从而培养学生的统计分析与思维能力。

内容提要:

1 Basic Concepts and Applications

1Likelihood  2Sufficiency  3Exponential family  4Frequentist  5Minimax theory

2 Interpretations of Uncertainty

3 Statistical Inference

1Inference, learning and information  2parametric and nonparametric methods

3The Bootstrap  4Hypothesis testing and p-values

4 Bayesian Inference

1The Bayesian paradigm  2Parametric models  3Statistical decision theory

5 Statistical Models and Methods

1Linear models  2Generalized linear models  3Generalized additive models

4Random effect modes  5Robust estimation   6Online learning

6 Nonparametric Statistics

1The bootstrap and the jackknife  2Nonparametric regression  3Density estimation

7 Advantaged Topics

1Design and analysis of experiments   2A/B test  3Empirical Bayes

4False discovery rate  5Large-scale hypothesis testing

教学方式:课堂讲授,每周3学时

教材与参考书:

1. Cox, D. R.(2006).Principles of Statistical Inference.Cambridge University Press.

2. Efron, B. and Hastie, T. (2016). Computer Age Statistical Inference: Algorithms, Evidence, and Data Science. Cambridge University Press.

3. Rao, C. R. (1997). Statistics and Truth: Putting Chance to Work (2nd ed.). World Scientific.

4. Stigler, S. M. (2016). The Seven Pillars of Statistical Wisdom. Harvard University Press.

学生成绩评定方法:平时作业50%,期末论文50%。

课程修订负责人:张志华  林伟

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