國立中山大學 108學年度第1學期 課程教學大綱

National Sun Yat-sen University 108Academic year1st Semester Course syllabus

中文名稱
Course name(Chinese)

高等統計學

課號
Course Code

FM402

英文名稱
Course name(English)

ADVANCED STATISTICS

課程類別
Type of the course

講授類

必選修
Required/Selected

選修

系所
Dept./faculty

財務管理學系

授課教師
Instructor

唐俊華    

學分
Credit

3

因應嚴重特殊傳染性肺炎(武漢肺炎),倘若後續需實施遠距授課,授課方式調整如下:Since COVID-19, if distance learning is necessary, the teaching methods would adjust as follows:

         尚未建立傳染性肺炎(武漢肺炎)授課方式調整

因應嚴重特殊傳染性肺炎(武漢肺炎),倘若後續需實施遠距授課,評分方式調整如下:Since COVID-19, if distance learning is necessary, the evaluation would adjust as follows:

         尚未建立傳染性肺炎(武漢肺炎)課程評分方式﹝評分標準及比例﹞

課程大綱 Course syllabus

         本課程教學大綱已提供完整英文資訊(本選項僅供統計使用,未提供完整英文資訊者,得免勾記)【Provide information of course syllabus in English.(This is for statistical use only. For those who do not provide information of course syllabus in English, do not check this field.)】

This course will cover the following topics: random variables, expected value and variance, multivariate distribution, point estimation, and so on.



課程目標 Objectives

         The students have deeper understandings in the distributions widely used in finance.
1. Univariate random variables: (1) the features of probability mass functions and probability density functions; (2) how to derive the expected value and variance of a random variable and its function; (3) binomial, geometric, negative binomial, Poisson distribution, etc.; (4) uniform, exponential, gamma, normal, beta distribution, etc.; (5) probability integral transform; (6) the applications in financial engineering.
2. Multivariate random variables: (1) the features of joint probability mass functions and joint probability density functions; (2) how to derive the covariance and correlation coefficient of two variables; (3) trinomial distribution; (4) bivariate normal distribution; (5) conditional distribution and the distribution of a function of two variables; (6) order statistics; (7) the relationship between standard normal and t (chi-squares, F) distribution.
3. Point estimation: (1) methods of moment estimator and maximum likelihood estimator; (2) unbiasedness.
Students who are interested in probability and statistical distributions are welcome to take this course.



授課方式 Teaching methods

         This course is mostly distance learning with three exams in the classroom. Calculus is frequently used in this course. The students should make sure that you have equipped with basic knowledge of differential, skills of integrals, multiple integrals, Taylor's expansion, and so on.



評分方式﹝評分標準及比例﹞Evaluation (Criteria and ratio)等第制單科成績對照表 letter grading reference

        
1.The first written exam30%
2.The second written exam30%
3.The third written exam30%
4.Homework or exercises10%

參考書/教科書/閱讀文獻 Reference book/ textbook/ documents
〔請遵守智慧財產權觀念,不可非法影印。教師所提供之教材供學生本人自修學習使用,不得散播及做為商業用途〕
No copies for intellectual property rights. Textbooks provided by the instructor used only for self-study, can not broadcast or commercial use

         1. 葉小蓁,高等統計學。
2. 自編講義。



每週課程內容及預計進度 Weekly scheduled progress

        
週次日期授課內容及主題
WeekDateContent and topic
12019/09/09~2019/09/15Holiday
22019/09/16~2019/09/22Introduction to random variables
32019/09/23~2019/09/29Discrete random variables (1)
42019/09/30~2019/10/06Discrete random variables (2)
52019/10/07~2019/10/13Holiday
62019/10/14~2019/10/20Continuous random variables (1)
72019/10/21~2019/10/27Continuous random variables (2)
82019/10/28~2019/11/03The first written exam
92019/11/04~2019/11/10Multivariate distribution (1)
102019/11/11~2019/11/17Multivariate distribution (2)
112019/11/18~2019/11/24Multivariate distribution (3)
122019/11/25~2019/12/01The second written exam
132019/12/02~2019/12/08Multivariate distribution (4)
142019/12/09~2019/12/15Multivariate distribution (5)
152019/12/16~2019/12/22Order statistics
162019/12/23~2019/12/29Methods of moment estimator, Maximum likelihood estimator
172019/12/30~2020/01/05Do exercises
182020/01/06~2020/01/12The third written exam

課業討論時間 Office hours

         時段1 Time period 1:
時間 Time:星期一12:00-14:00
地點 Office/Laboratory:管院4079
時段2 Time period 2:
時間 Time:星期二10:00-12:00
地點 Office/Laboratory:管院4079

系所學生專業能力/全校學生基本素養與核心能力 basic disciplines and core capabilitics of the dcpartment and the university

        
系所學生專業能力/全校學生基本素養與核心能力
basic disciplines and core capabilities of the department and the university
課堂活動與評量方式
Class activities and evaluation
本課程欲培養之能力與素養 This course enables students to achieve.紙筆考試或測驗 Test.課堂討論︵含個案討論︶ Group discussion (case analysis).個人書面報告、作業、作品、實驗 Indivisual paper report/ assignment/ work or experiment.群組書面報告、作業、作品、實驗 Group paper report/ assignment/ work or experiment.個人口頭報告 Indivisual oral presentation.群組口頭報告 Group oral presentation.課程規劃之校外參訪及實習 Off-campus visit and intership.證照/檢定 License.參與課程規劃之校內外活動及競賽 Participate in off-campus/ on-campus activities and competitions.課外閱讀 Outside reading.
※系所學生專業能力 Basic disciplines and core capabilities of the department
1.財務倫理之能力與社會責任實踐           
2.國際觀之能力           
3.解決財務問題之能力VV V       
4.溝通之能力           
5.財務管理專業知識之能力           
※全校學生基本素養與核心能力 Basic disciplines and core capabilities of the university
1.表達與溝通能力。           
2.探究與批判思考能力。VV V       
3.終身學習能力。           
4.倫理與社會責任。           
5.美感品味。           
6.創造力。           
7.全球視野。           
8.合作與領導能力。           
9.山海胸襟與自然情懷。           

本課程與SDGs相關項目:The course relates to SDGs items:

         尚未建立SDGS資料

本課程校外實習資訊: This course is relevant to internship:

         本課程無註記包含校外實習

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