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

Mathematical Statistics II

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Code Completion Credits Range Language
D01MS2 ZK 2P Czech
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:

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

Syllabus of lectures:

1.Multivariate normal distribution.

2. Principal component analysis.

3. Linear regression.

4. Nonlinear regression.

5. Bayes theorem. Bayesian parameters estimates. Bayesian inference in linear model.

6. Time series and their frequency domain description. Kalman-Bucy filtr.

Syllabus of tutorials:

No exercises.

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 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 2024-05-22
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