NATIONAL CHIAO TUNG UNIVERSITY
INSTITUTE OF STATISTICS
STATISTICS
FALL
2004
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Instructor: |
Guan-Hua Huang, Ph.D. |
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Office: 423 Assembly Building 1 |
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Phone: 03-513-1334 |
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Email: ghuang@stat.nctu.edu.tw |
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Class meetings: |
Wednesday |
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Office hours: |
By appointment |
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Class website: |
http://www.stat.nctu.edu.tw/subhtml/source/teachers/ghuang/course/statistics04/ |
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Credit: |
Three (3) credits |
COURSE SUMMARY
The objectives of this course are to
·
Introduce the basic concepts and
methods of statistics with applications in engineering;
·
Demonstrate methods of exploring,
organizing and presenting data;
·
Introduce the fundamentals of
probability;
·
Present the foundations of
statistical inference, including the concepts of parameters and estimates and
the use of confidence intervals, and hypothesis tests.
Computer software EXCEL will be Introduced and implemented
to explore
and analyze data.
The
course consists of lectures and laboratory sessions. The lectures are given on Wednesday
mornings. The lectures will primarily review and
reinforce major issues. There is a laboratory session on Friday afternoon. The laboratory
exercise will be distributed prior to each class, and students are expected to
read each lab exercise at home. Each student will be assigned to a lab group
and discuss the exercise with group members in the lab. At the end of the lab,
there will be a seminar-type discussion. Each group is required to hand in a
write-up of laboratory problems.
HANDOUTS AND
TEXTBOOKS
Handouts corresponding to each lecture will be
available on the class website before each class. The required textbooks for this course are
Montgomery,
D. C., Runger, G. C., and Hubele, N. F. (2004). Engineering
Statistics (3rd Edition), Wiley,
王文中 (2004).統計學與EXCEL資料分析之實習應用<第五版>, 博碩文化.
The course will follow the
content of the first book. The second book is the reference of EXCEL.
PREREQUISITES
It
is assumed students have had calculus and are familiar with matrix and linear
algebra. The course does not assume any prior knowledge of statistics
or probability.
METHOD OF STUDENT
EVALUATION
The
course grade will be based on homeworks (25%), write-ups of lab problems (20%),
one midterm exam (25%), and one final exam (30%). The midterm exam will be held
on November 10 (
COURSE OUTLINE
Montgomery,
D. C., Runger, G. C., and Hubele, N. F. (2004), Engineering Statistics (3rd Edition), Wiley,
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Module |
Topic |
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1 |
What is statistics? |
Chapter 1 |
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2 |
Data summary and
presentation: a.
Mean,
variance b.
Stem-and-leaf
diagram c.
Histogram d.
Box
plot e.
Multivariate
data |
Chapter 2 a.
2-1 b.
2-2 c.
2-3 d.
2-4 e.
2-6 |
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3 |
Random variables and
probability distributions: a.
Random
variables and probability b.
Continuous
random variables c.
Discrete
random variables d.
Joint
distribution and independence e.
Functions
of random variables and Central Limit Theorem |
Chapter 3 a.
3-1,
3-2, 3-3 b.
3-4,
3-5, 3-6 c.
3-7,
3-8, 3-9, 3-10 d.
3-11 e.
3-12,
3-13 |
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4 |
Decision making for a
single sample: a.
Point
estimation b.
Hypothesis
testing c.
Hypothesis
testing on mean when variance known d.
Hypothesis
testing on mean when variance unknown e.
Hypothesis
testing on proportion |
Chapter 4 a. 4-1, 4-2 b. 4-3 c. 4-4 d. 4-5 e. 4-7, 4-9 |
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5 |
Decision making for two
samples: a.
Inference
on two means when variances known b.
Inference
on two means when variances unknown c.
Inference
on correlated data (paired t-test) d.
Inference
on two proportions |
Chapter
5 a.
5-1,
5-2 b.
5-3 c.
5-4 d.
5-6,
5-7 |
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6 |
Linear models a.
Simple
linear regression b.
Multiple
linear regression c.
ANOVA |
Chapter 6 a.
6-1,
6-2 b.
6-3 c.
Chapter
5: 5-8 |