概率统计课程编号02834720 授课对象本科生学分4 任.pdf

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1、 概率统计概率统计 课程编号课程编号：02834720 授课对象：本科生授课对象：本科生 学学 分：分：4 任课教师：徐敏亚任课教师：徐敏亚 课程类型：必修课程类型：必修 开课学期：开课学期：2012 秋秋 先修课程：微积分，线性代数先修课程：微积分，线性代数 任课教师联系方式：任课教师联系方式：办公电话：办公电话：62756274 电子邮箱：电子邮箱： 辅导、答疑时间：辅导、答疑时间：一、一、Program Learning Goals and Objectives Learning Goal 1:Graduates will possess a solid understanding of

2、 business and management and will be able to translate this knowledge into practice.1.1 Objective 1 Our students will have a good command of fundamental theories and knowledge.1.2 Objective 2 Our students will have a good command of analytical methods and decision-making tools.1.3 Objective 3 Our st

3、udents will be able to apply theories and methodologies in key business functions.Learning Goal 2:Our students will be able to think critically.2.1 Objective 1 Our students will be able to identify and summarize problems 2.2 Objective 2 Our students will be able to collect data and analyze problems

4、in a critical manner 2.3 Objective 3 Our students will be able to put forward effective solutions to business problems Learning Goal 3:Our students will have a sense of social responsibility.3.1 Objective 1 Our students will be aware of the importance of ethics.3.2 Objective 2 Our students will be a

5、ble to provide solutions that take account of contrasting ethical standpoints.Learning Goal 4:Our students will be effective communicators.4.1 Objective 1 Our students will be proficient in oral and written communication.4.2 Objective 2 Our students will possess good interpersonal skills.4.3 Objecti

6、ve 3 Our students will be able to adapt to diverse learning environments.Learning Goal 5:Our students will have global perspectives.5.1 Objective 1 Our students will be aware of social and cultural differences.5.2 Objective 2 Our students will be aware of the impact of globalization on business oper

7、ations,opportunities,and challenges.5.3 Objective 3 Our students will be proficient in English.二、课程概述二、课程概述 本课程将介绍在概率论与数理统计的基本知识，包括概率，条件概率，随机变量的期望和方差，各种概率分布，抽样分布，点估计，置信区间，假设检验，线性回归，方差分析等，三、课程目标（包括学生所提高的技能要求）三、课程目标（包括学生所提高的技能要求）学生应该理解和掌握概率论与数理统计的基本概念，学习常用的概率分布，并能进行基本的统计推论。四、内容提要及学时分配四、内容提要及学时分配 Lectu

8、re No.Topics 1 Experiments and Events.Set Theory.The Definition of Probability.2 Finite Sample Space.The Probability of a Union of Events.3 The Definition of Conditional Probability.Independent Events.4 Conditionally Independent Events.Bayes Theorem.5 Random Variables.Discrete Distributions.Continuo

9、us Distributions.6 Bivariate Distributions.Marginal Distributions.Independence of two random variables.7 Conditional Distributions.Multivariate Distributions.8 Functions of a Random Variable.Functions of Two or More Random Variables.9 Expectation.Properties of expectation.Bernoulli,Binomial and Pois

10、son Distributions,and their Expectations.10 Variance.Properties of Variance.The variances of Bernoulli,Binomial and Poisson Distributions.The Exponential Distribution.11 Covariance and Correlation.The Sample Mean.12 The Normal Distribution.The Central Limit Theorem.13 Conditional Expectation and Var

11、iance.Bivariate Normal Distribution.14 Descriptive Statistics.Statistical Inference.The Likelihood Function and Maximum Likelihood Estimators.15 Properties of Maximum Likelihood Estimators.The Sampling Distribution of a Statistic.16 Unbiased Estimators.Standard error of point estimators.17 Midterm E

12、xam(Covering Material in Lectures 1-13)18 Review of Midterm Exam 19 The Chi-Square Distribution.Joint Distribution of the Sample Mean and Sample Variance.The t Distribution.20 Confidence Intervals.21 Basics of Hypothesis Testing.22 Testing for Mean When Variance is Known and Testing for Probability.

13、p value.Equivalence of Tests and Confidence Intervals.23 The t Test.Paired t test.24 Comparing the Means of Two Normal Distributions.The F Distribution.Comparing the Variances of Two Normal Distributions.25 Test of Goodness of Fit.Contingency Tables 26 Method of Least Squares.Simple Linear Regressio

14、n.27 Point Prediction in Simple Linear Regression.Statistical Inference in Simple Linear Regression.28 Comparison of Confidence Interval and Prediction Interval in Simple Linear Regression.The General Linear Model.29 Prediction in General Linear Model.Multiple Linear Regression,Decomposition of the

15、Sum of Squares,R Square,F Test.An Example of Multiple Linear Regression.30 Multivariate Linear Regression 31 One Factor Analysis of Variance Final Exam Final Exam 2013 年年 1 月月 14 日下午日下午 2:00-4:00pm 五、教学方式五、教学方式 课堂教学，Q&A.六、教学过程中六、教学过程中 IT 工具等技术手段的应用工具等技术手段的应用 PowerPoint，R 软件 七、教材七、教材 Probability and

16、Statistics,Revised Edition by Xiangzhong Fang,Ligang Lu,Dongfeng Li,Higher Education Press,2005.八、参考书目八、参考书目(a)Morris H.DeGroot and Mark Schervish(2001),Probability and Statistics,Addison Wesley,3rd edition.(b)John A.Rice(1994),Mathematical Statistics and Data Analysis,2nd edition,Duxbury Press.(c)陈

17、希孺（2000），概率论与数理统计，中国科学技术大学出版社。九、教学辅助材料，如九、教学辅助材料，如 CD、录影等、录影等 无 十、课程学习要求及课堂纪律规范十、课程学习要求及课堂纪律规范 不迟到，不早退，上课积极参与讨论。十一、学生成绩评定办法十一、学生成绩评定办法（需详细说明评估学生学习效果的方法）最终成绩将由三个部分组成：1。作业（每周一次）占 30。你可以与其他同学讨论作业问题，但你必须独立完成作业的书写。作业在到期日的上课前交。请注意，如果不是在上课前交，就算晚交，晚交的作业不会批改。2。期中考试占 30。3。期末考试占 40。注意：作业和考试作弊是严格不允许，否则将导致在各自的部分被零分处置。