國立中山大學 110學年度第1學期 課程教學大綱

National Sun Yat-sen University 110Academic 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:

         同步遠距【透過網路直播技術,同時進行線上教學,得採Microsoft Teams、Adobe connect等軟體進行】
同步遠距含錄影【透過網路直播技術,同時進行線上教學並同時錄影,課程內容可擇日再重播,得採Microsoft Teams、Adobe connect等軟體進行】
非同步遠距【課堂錄影或錄製數位教材放置網路供學生可非同時進行線上學習,得採EverCam、PPT簡報錄影、錄音方式進行】
實作類課程,經評估無法採遠距課程教學,後續復課後密集補課

★遠距教學軟體操作說明連結

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:

        
1.Midterm exam50%
2.Final exam50%

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

         1. 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.
2. The instructor will explain the details of distance learning and exams in the first class on September 24, 2021. The class on September 24 is conducted over the internet. The link of the room will be revealed on the bulletin board of this course on Cyber University (網路大學). If you have not selected the course and hope to attend the class on September 24, please send an email to the teacher. The teacher's email address is 【chtang@mail.nsysu.edu.tw】.








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 exam25%
2.The second written exam30%
3.The third written exam35%
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. Handouts edited by the instructor.








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
12021/09/19~2021/09/25Introduction to random variables
22021/09/26~2021/10/02Discrete random variables (1)
32021/10/03~2021/10/09Discrete random variables (2)
42021/10/10~2021/10/16Continuous random variables (1)
52021/10/17~2021/10/23Continuous random variables (2)
62021/10/24~2021/10/30The first written exam
72021/10/31~2021/11/06Multivariate distribution (1)
82021/11/07~2021/11/13Multivariate distribution (2)
92021/11/14~2021/11/20Multivariate distribution (3)
102021/11/21~2021/11/27Multivariate distribution (4)
112021/11/28~2021/12/04Multivariate distribution (5)
122021/12/05~2021/12/11Multivariate distribution (6)
132021/12/12~2021/12/18The second written exam
142021/12/19~2021/12/25Methods of moment estimator, Maximum likelihood estimator
152021/12/26~2022/01/01Holiday
162022/01/02~2022/01/08Order statistics
172022/01/09~2022/01/15The third written exam
182022/01/16~2022/01/22Flexible Learning

課業討論時間 Office hours

         時段1 Time period 1:
時間 Time:星期一10:00-12:00
地點 Office/Laboratory:管院4079
時段2 Time period 2:
時間 Time:星期四14:00-16:00
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 1. Financial ethics ability.           
2.國際觀之能力 2. Global perspective.           
3.解決財務問題之能力 3. Problem solving ability in Finance.VV V       
4.溝通之能力 4. Communication skill.           
5.財務管理專業知識之能力 5. Expertise in Financial management.           
※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。 1. Articulation and communication skills           
2.探究與批判思考能力。 2. Inquisitive and critical thinking abilitiesVV V       
3.終身學習能力。 3. Lifelong learning           
4.倫理與社會責任。 4. Ethnics and social responsibility           
5.美感品味。 5. Aesthetic appreciation           
6.創造力。 6. Creativity           
7.全球視野。 7. Global perspective           
8.合作與領導能力。 8. Team work and leadership           
9.山海胸襟與自然情懷。 9. Broad-mindedness and the embrace of nature            

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

        
SDG1-消除貧窮(No Poverty)
SDG2-消除飢餓 (Zero Hunger)
SDG3-良好健康與福祉(Good Health and Well-being)
SDG4-教育品質(Quality Education)
SDG5-性別平等(Gender Equality)
SDG6-乾淨水源與公共衛生(Clean Water and Sanitation)
SDG7-可負擔乾淨能源(Affordable and Clean Energy)
SDG8-優質工作與經濟成長(Decent Work and Economic Growth)
SDG9-工業、創新和基礎建設(Industry,Innovation and Infrastructure)
SDG10-減少不平等(Reduced Inequalities)
SDG11-永續城市(Sustainable Cities and Communities)
SDG12-責任消費與生產(Responsible Consumption and Production)
SDG13-氣候行動(Climate Action)
SDG14-海洋生態(Life Below Water)
SDG15-陸域生態(Life on Land)
SDG16-和平、正義和穩健的制度(Peace,Justice And Strong Institutions)
SDG17-促進目標實現的全球夥伴關係(Partnership for the Goals)
本課程和SDGS無關

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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