STAT 2006A/2006B

Basic Concepts in Statistics and Probability II

2014/15 Spring Semester
1. Description:
This course covers basic theories in statistical estimation of distribution parameters
and hypothesis testing. Topics include such as: point estimation of parameters,
confidence interval estimation, simple regression, hypothesis testing, likelihood ratio
tests, unbiasedness, maximum likelihood estimation, elementary non-parametric
methods.
2. Learning outcomes
After taking this course, the students are expected:
a) To acquaint basic understanding of point estimation, hypothesis testing, and
their practical applications;
b) To have enough knowledge for further studies in actuarial and financial
contexts, and advanced statistical analysis courses.
3. Course Content
a) Point estimation. Confidence intervals for means, difference of two means,
variances, proportions. Simple regression problem.
b) Hypothesis testing about proportions, one mean, equality of two means and of
variances. Elementary notion of Analysis of Variance (if time is allowed).
c) Elementary notion of sufficient statistics, best critical regions, likelihood ratio
test. Maximum likelihood estimators and their asymptotic properties.
d) Elementary nonparametric methods, e.g. Chi-square goodness-of-fit tests,
contingency tables.
4. Learning activities
Lecture
3 lecture hours a week

Section A
Mo 2:30PM - 4:15PM
We 12:30PM - 1:15PM
Section B

Venue
Mong Man Wai Bldg LT1
Lady Shaw Bldg LT1

Mo 4:30PM - 6:15PM
We 2:30PM - 3:15PM

Mong Man Wai Bldg LT1

Science Centre L1
TBA

Tutorial
Once a week (from
second week on)
5. Assessment Scheme
Type
Assignments
Mid-term Examination
Final Examination

Description
5 to 7 written assignment
will be given
TBA (at an evening by the
mid of Semester) Feb 25
To be
arranged
by
University in late April
and before the mid of May

Weight
20%
30%
50%

6. Feedback for evaluation

a) A mid-term course evaluation will be conducted before midterm examination.
Comments and feedback are welcome to improve the quality of the course;
b) Semester-end course evaluation will be conducted by University.

7. Tentative course schedule (subject to changes and ongoing learning process)

Class/weeks
Topics
Teaching materials
Week 1 to 5
Review and point
Chapters 5 & 6
estimation
Week 6 to 9
Tests of statistical
Chapter 7
hypotheses
Week 10 to 11
Elementary theory of
Chapter 10
statistical inference
Week 12 to 13
Nonparametric methods
Chapter 8
8. Contact details of Teachers and Tutors:
Instructor
Name
Dr Phillip YAM
Office (Consultation time)
Room G19 Lady Shaw Building
(Wed 13:30 to 14:30 & 15:30 to 16:30)
Telephone
39437941
E-mail address:
scpyam@sta.cuhk.edu.hk
Tutors
Name
Office
Telephone
E-mail address:

Ms Yingying LAI/ Mr Xiang ZHANG/ Ms

Ying TAO/Mr Zhelin HUANG
Rooms G30/G24/130/141
Lady Shaw Building
39438534/39438527/39437939/ 39437950
LAI:
s1155023579@sta.cuhk.edu.hk
ZHANG: s1155053921@sta.cuhk.edu.hk
TAO:
s1155046009@sta.cuhk.edu.hk
HUANG: s1155059135@sta.cuhk.edu.hk

9. A facility for posting course announcements:

a) Teaching materials and tutorial notes could be accessed from
Blackboard@CUHK;
b) Students have to regularly visit Blackboard for announcements of the course.
10. Resources for students
Required Textbook
Hogg, R. V. and Tanis, E. A. (2010) Probability and Statistical Inference, 8th edition,
Prentice Hall.
Suggested references:
1) Hogg, McKean and Craig (2005) Introduction to Mathematical Statistics, 6th
edition, Prentice Hall.
2) Suhov, Y. and Kelbert, M. (2005) Probability and Statistics by Example: Volume
1, Basic Probability and Statistics. Cambridge, UK; New York: Cambridge
University Press.
11. Academic honesty and Plagiarism:
The Chinese University of Hong Kong places very high importance on honesty in
academic work submitted by students, and adopts a policy of zero tolerance on
cheating and plagiarism. Any related offence will lead to disciplinary action including
termination of studies at the University. Relevant information can be allocated via:
http://www.cuhk.edu.hk/policy/academichonesty/ .