课程号:00137960
课程名称:统计思维
开课学期:春
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
1)likelihood 2)sufficiency 3)exponential family 4)frequentist 5)minimax theory
2 interpretations of uncertainty
3 statistical inference
1)inference, learning and information 2)parametric and nonparametric methods
3)the bootstrap 4)hypothesis testing and p-values
4 bayesian inference
1)the bayesian paradigm 2)parametric models 3)statistical decision theory
5 statistical models and methods
1)linear models 2)generalized linear models 3)generalized additive models
4)random effect modes 5)robust estimation 6)online learning
6 nonparametric statistics
1)the bootstrap and the jackknife 2)nonparametric regression 3)density estimation
7 advantaged topics
1)design and analysis of experiments 2)a/b test 3)empirical bayes
4)false discovery rate 5)large-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