課程介紹

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課程目標

講授機率與統計之各種基本觀念，並介紹其在光學中之應用，以期建立學生對機率與統計相關問題之分析能力。課程內容包括機率定理、機率密度函數、蒙第卡羅計算、統計估算、假設檢驗、以及變異數分析。  

修習條件

主要教本

References: (1) B. R. Frieden, Probability, Statistical Optics, and Data Testing: A Problem Solving Approach, 3rd edition, Springer-Verlag (2001). (2) S. M. Ross, Introduction to Probability and Statistics for Engineers and Scientists, 3rd edition, Elsevier Academic Press (2004).

內容大綱

(1) Foundations of Probability Theory
(2) Random Variables and Probability Distributions
(3) Fourier Methods in Probability
(4) Transformation of Random Variables
(5) Bernoulli Trials and Monte-Carlo Calculations
(6) Statistical Estimation
(7) Hypothesis Testing
(8) Analysis of Variance, ANOVA