Mathematical Statistics

Garant předmětu:

Martin Hála

Lecturer:

Martin Hála

Tutor:

Martin Hála

Supervisor:

Department of Mathematics

Synopsis:

Advanced methods of mathematical statistics, notions of probability, discrete and continuous random variables, multidimensional distributions and estimates of distribution parameters. Multidimensional regression and submodel testing. Different types of continuous distributions. Multidimensional distribution. Time series, especially stationary time series and their study in time and frequency domain.

Requirements:

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Study materials:

!Wasserman L.: All of Statistics. Springer, 2005. ISBN 0-387-40272-1

!Papoulis, A. - Pillai, S.U.: Probability, Random Variables and Stochastic Processes. McGraw-Hill Europe; 4th edition, 2002. ISBN 0-07-366011-6

!Hothorn, T. – Everitt, B. S.: Chapman & Hall/CRC Press, Boca Raton, Florida, USA, 3rd edition, 2014. ISBN 978-1-4822-0458-2.

!Stowell, S.: Using R for Statistics. Springer, Berlin, 2014. ISBN 978-1484201404.

Note:

Time-table for winter semester 2023/2024:

	06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon
Tue
Wed
Thu	roomTH:B-369 08:00–09:50 (lecture parallel1) Thákurova 7 (budova FSv) B369roomTH:B-369 10:00–10:50 (lecture parallel1 parallel nr.101) Thákurova 7 (budova FSv) B369
Fri

Time-table for summer semester 2023/2024:

Time-table is not available yet

The course is a part of the following study plans:

• Civil Engineering (compulsory course)
• Civil Engineering (compulsory course)