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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024
UPOZORNĚNÍ: Jsou dostupné studijní plány pro následující akademický rok.

Mathematic Statistics 2

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Code Completion Credits Range Language
D01MTS2 ZK 4 4P English
Garant předmětu:
Daniela Jarušková
Lecturer:
Daniela Jarušková
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:
Syllabus of lectures:

1. Dependence and independence of random variables.

2. Contingency tables.

3. Linear model.

4. Analysis of variance.

5. Correlation analysis.

6. Analysis of principal components.

7. Logistic regression.

8. Time series analysis in time domain. Box-Jenkins metodology.

9. Time series in frequency domain - Fourier analysis.

Syllabus of tutorials:
Study Objective:

Some advanced methods of mathematical statistics.

Study materials:

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

Duxbury

Note:
Time-table for winter semester 2023/2024:
Time-table is not available yet
Time-table for summer semester 2023/2024:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2024-05-25
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