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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024

Mathematical Statistics I

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Code Completion Credits Range Language
D01MS1 ZK 2P Czech
Garant předmětu:
Daniela Jarušková
Lecturer:
Daniela Jarušková
Tutor:
Supervisor:
Department of Mathematics
Synopsis:

Random sample. Idea of statistical inference. Random variables and their distribution. Normal distribution. Central limit theorem. Multiple distribution. Independence. Correlation. Theory of estimation. – point and interval estimate. Hypotheses testing. Test statistic and statistical decision. P-value. Simple linear regression – parameters estimation, hypotheses testing, prediction intervals, regression diagnostic. Simulation independent realizations of random variables.

Requirements:

Basic calculus.

Syllabus of lectures:

Random sample. Idea of statistical inference. Random variables and their distribution. Normal distribution. Central limit theorem. Multiple distribution. Independence. Correlation. Theory of estimation. – point and interval estimate. Hypotheses testing. Test statistic and statistical decision. P-value. Simple linear regression – parameters estimation, hypotheses testing, prediction intervals, regression diagnostic. Simulation independent realizations of random variables

Syllabus of tutorials:
Study Objective:

The goal is to get a basic knowledge of inferential statistics for postgraduate students who did not encounter the subject in their studies or who have some rudiment knowledge only.

Study materials:

Jay Devore: Probability and Statistics for Engineering and the Sciences

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 2024-07-13
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