1
课程详述
COURSE SPECIFICATION
以下课程信息可能根据实际授课需要或在课程检讨之后产生变动。如对课程有任何疑问,请联
系授课教师。
The course information as follows may be subject to change, either during the session because of unforeseen
circumstances, or following review of the course at the end of the session. Queries about the course should be
directed to the course instructor.
1.
课程名称 Course Title
非参数统计 Nonparametric Statistics
2.
授课院系
Originating Department
数学系 Department of Mathematics
3.
课程编号
Course Code
MAT7036
4.
课程学分 Credit Value
3
5.
课程类别
Course Type
专业选修课 Major Elective Courses
(请保留相应选 Please only keep the relevant information
6.
授课学期
Semester
春季 Spring
7.
授课语言
Teaching Language
英文 English
(请保留相应选 Please only keep the relevant information
8.
他授课教师)
Instructor(s), Affiliation&
Contact
For team teaching, please list
all instructors
周敏 ZHOU min
慧园 5 206
Block 5 Room.206, Wisdom Valley
Email:zhoum3@sustech.edu.cn
9.
/
方式
Tutor/TA(s), Contact
NA / To be announced / / Please list all
Tutor/TA(s)
(请保留相应选 Please only keep the relevant information
10.
选课人数限额(不填)
Maximum Enrolment
Optional
授课方式
Delivery Method
习题/辅导/讨论
Tutorials
实验/实习
Lab/Practical
其它(请具体注明)
OtherPlease specify
总学时
Total
11.
学时数
Credit Hours
2
12.
先修课程、其它学习要求
Pre-requisites or Other
Academic Requirements
MA204 MA212 (Mathematical Statistics MA204 or
Probability and Statistics MA212)
13.
后续课程、其它学习规划
Courses for which this course
is a pre-requisite
14.
其它要求修读本课程的学系
Cross-listing Dept.
教学大纲及教学日历 SYLLABUS
15.
教学目标 Course Objectives
本课程对经典和现代非参数理论做一个系统全面的介绍。这些内容包含了基于秩的经典非参数统计方法, 自助
法和经验似然法一类的计算强度高的现代非参数统计方法。
This course provides a comprehensive introduction to classical and modern nonparametric statistical methods. It covers
classical rank based nonparametric methods as well as modern computation intensive methods such as the bootstrap and
empirical likelihood methods.
16.
预达学习成果 Learning Outcomes
学生掌握经典和现代的非参数统计方法,尤其是基于秩的非参数假设检验,为将来研究做好准备。
Students are expected to understand the classical and modern nonparametric statistical methods, especially rank based
nonparametric methods, which provide students a good preparation for future research.
17.
课程内容及教学日历 (如授课语言以英文为主,则课程内容介绍可以用英文;如团队教学或模块教学,教学日历须注明
主讲人)
Course Contents (in Parts/Chapters/Sections/Weeks. Please notify name of instructor for course section(s), if
this is a team teaching or module course.)
1 简介(2 学时)
Chapter 1. Introduction (2 hours)
2 二分类数据问题(4 学时)
Chapter 2. The dichotomous data problem (4 hours)
3 单样本位置问题(4 学时)
Chapter 3. One-sample location problem (4 hours)
4 两样本位置问题(4 学时)
Chapter 4. Two-sample location problem (4 hours)
5 两样本的分散问题以及其他两样本问题(4 学时)
Chapter 5. Two-sample dispersion problem and other two sample problems (4 hours)
6 单因子分析(6 学时)
Chapter 6. The one-way layout (6 hours)
7 双因子分析(6 学时)
Chapter 7. The two-way layout (6 hours)
8 独立性检验问题(3 学时)
Chapter 8. The independent problem (3 hours)
9 回归问题(4 学时)
Chapter 9. Regression Problems (4 hours)
3
10 概率密度函数估计(3 学时)
Chapter 10. Density Estimation (3 hours)
11 自助法(4 学时)
Chapter 11. Bootstrap (4 hours)
12 U 统计量(4 学时)
Chapter 12. U-statistics (4 hours)
每周进度 weekly schedule:
1 周:简介(2 学时),二分类数据问题(2 学时)
Week 1: Introduction (2 hours), The dichotomous data problem (2 hours)
2 周:二分类数据问题(2 学时)
Week 2: The dichotomous data problem (2 hours)
3 周:单样本位置问题(4 学时)
Week 3: One-sample location problem (4 hours)
4 周:两样本位置问题(2 学时)
Week 4: Two-sample location problem (2 hours)
5 周:两样本位置问题(2 学时), 两样本的分散问题以及其他两样本问题(2 学时)
Week 5: Two-sample location problem (2 hours), Two-sample dispersion problem and other two sample problems (2
hours)
6 周:两样本的分散问题以及其他两样本问题(2 学时)
Week 6: Two-sample dispersion problem and other two sample problems (2 hours)
7 周:单因子分析(4 学时)
Week 7: The one-way layout (4 hours)
8 周:单因子分析(2 学时)
Week 8: The one-way layout (2 hours)
9 周:双因子分析(4 学时)
Week 9: The two-way layout (4 hours)
10 周:双因子分析(2 学时)
Week 10: The two-way layout (2 hours)
11 周:独立性检验问题(3 学时), 回归问题(1 学时)
Week 11: The two-way layout (2 hours), Regression Problems (1 hour)
12 周: 回归问题(2 学时)
Week 12: Regression Problems (2 hours)
13 周: 回归问题(1 学时), 概率密度函数估计(3 学时)
Week 13: Regression Problems (1 hours), Density Estimation (3 hours)
14 周:自助法(2 学时)
Week 14: Bootstrap (2 hours)
15 周:自助法(2 学时), U 统计量(2 学时)
4
Week 15: Bootstrap (2 hours), U-statistics (2 hours)
16 周: U 统计量(2 学时)
Week 16: U-statistics (2 hours)
18.
教材及其它参考资料 Textbook and Supplementary Readings
(1)Myles Hollander, Douglas A. Wolfe, and Eric Chicken. Nonparametric statistical methods. 3rd. Wiley. 2013.
(2)A.C. Davison (2013), Statistical Models. Cambridge Series in Statistical and Probability Mathematics.
(3) J. Shao (1998). Mathematical Statistics. Springer-Verlag.
(4) Bradley Efron and Robert J. Tibshirani. An introduction to the boostrap. Chapman & Hall. 1993.
(5) Art B. Owen. Empirical likelihood. Chapman & Hall/CRC. 2001.
课程评估 ASSESSMENT
19.
评估形式
Type of
Assessment
评估时间
Time
占考试总成绩百分比
% of final
score
违纪处罚
Penalty
备注
Notes
出勤 Attendance
0
课堂表现
Class
Performance
0
小测验
Quiz
10
课程项目 Projects
平时作业
Assignments
20
期中考试
Mid-Term Test
30
期末考试
Final Exam
40
期末报告
Final
Presentation
5
其它(可根据需
改写以上评估方
式)
Others (The
above may be
modified as
necessary)
20.
记分方式 GRADING SYSTEM
A. 十三级等级制 Letter Grading
B. 二级记分制(通/不通过) Pass/Fail Grading
课程审批 REVIEW AND APPROVAL
21.
本课程设置已经过以下责任人/员会审议通过
This Course has been approved by the following person or committee of authority