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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Mathematical Statistics

The course is not on the list Without time-table
Code Completion Credits Range Language
11MST Z,ZK 2 1+1 Czech
Lecturer:
Tutor:
Supervisor:
Department of Applied Mathematics
Synopsis:

Point estimation, properties of point estimators (consistency, unbiasedness, efficiency), methods of point estimation (method of moments, maximum likelihood metod). Bayes estimators. Testing of statistical hypothesis, critical values, choice of hypothesis and level of significance, observed level of significance (P-value). Goodness of fit test, independence test. Regression and correlation, linear regression, correlation coefficient, coefficient of determination, the general linear model, statistical inference in linear regression, analysis of variance, multiple regression, the use of matrices in regression.

Requirements:

Completion of „Probability“ course or proving adequate knowledge.

Syllabus of lectures:
Syllabus of tutorials:
Study Objective:

Principle knowledge of data processing and data analysis.

Study materials:

Anděl J., Matematická statistika, Praha, SNTL, 1974, Budínský P., Dohnal G., Tématické okruhy a celky z předmětu Matematika IV., Praha, doplňkové skriptum ČVUT, 1991, Likeš J., Machek J., Matematická statistika, Praha, SNTL, 1983, Něničková A., Matematická statistika - cvičení, Praha, Vydavatelství ČVUT, 1992, oWonnacot T. H., Wonnacot R. J.: Statistika pro obchod a hospodářství, Victoria Publishing

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2019-10-15
For updated information see http://bilakniha.cvut.cz/en/predmet24039405.html