Mathematical Statistics I
Code | Completion | Credits | Range | Language |
---|---|---|---|---|
D01MS1 | ZK | 2P | Czech |
- Course guarantor:
- 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 2024/2025:
-
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 Fri - Time-table for summer semester 2024/2025:
- Time-table is not available yet
- The course is a part of the following study plans: