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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Mathematical Statistics II

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Code Completion Credits Range Language
D01MS2 ZK 2P Czech
Lecturer:
Daniela Jarušková (guarantor)
Tutor:
Supervisor:
Department of Mathematics
Synopsis:

Multivariate normal distribution. Principal component analysis. Linear regression. Nonlinear regression. Bayes theorem. Bayesian parameters estimates. Bayesian inference in linear model. Time series and their frequency domain description. Kalman-Bucy filtr.

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Requirements:

Basic statistical course of statistics either in their MGr studies or in the course Mathematical statistics I.

Syllabus of lectures:
Syllabus of tutorials:
Study Objective:

To get a deeper knowledge that is of interest for students, especially for their future disertation thesis.

Study materials:

Jay Devore: Probability and Statistics for Engineering and the Sciences.

Larry Wasserman: All of Statistics. A concise Course in Statistical Inference, Springer, 2005.

Note:
Time-table for winter semester 2019/2020:
Time-table is not available yet
Time-table for summer semester 2019/2020:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2020-04-08
For updated information see http://bilakniha.cvut.cz/en/predmet24433605.html