Applied Statistics

Garant předmětu:

Lecturer:

Tutor:

Supervisor:

Institute of Management Studies

Synopsis:

The MSc course in Applied Statistics at Masaryk Institute of Advanced Studies will aim to train you to solve real-world statistical problems. The course has a particular focus on modern computationally-intensive methods and their use in the analysis of data. Topics include basic statistical principles; graphic presentation; descriptive measures of central tendency, dispersion, and location; inferential statistics and hypothesis testing; analysis and inference of linear correlation coefficient, slope of regression line, design od experiments, response surface methodology, robust design, random effects model, and statistics quality control methods. Students will apply statistical concepts to real world situations. Current technology will be utilized in examining statistical information.

Requirements:

Input requirements:

Successful completion in Math on bachelor degree or satisfactory knowledge of Linear algebra and Differential calculus.

Output requirements:

Active participation at seminars and at least 80% attendance for credit obtaining

Pass written and oral exams at least grade E

Syllabus of lectures:

This course covers the following topics:

An overview of statistics,

Data description: scales of measurement, how to describe data graphically for categorical data (pie chart, bar chart) and graphs for quantitative variables (histogram, stem-and-leaf plot and time plot)

How to describe data by summary statistics: measures of central tendency and variability

How probability and probability distributions are involved in statistics

How binomial distributions are involved in statistics

The role that normal distributions play in statistics

Simple random sampling and sampling distribution of sample mean, central limit theorem, normal approximation to the binomial

Confidence interval for population mean, Sample size needed for estimating the population mean with a specified confidence level and specified width of the interval

Hypothesis testing: in terms of how to set up Null and Alternative hypotheses, understanding Type I and Type II errors, performing a statistical test for the population mean

How to compute power of a test and choosing the sample size for testing population mean

p-value, how to compute it and how to use it

How to compare the mean of two populations for independent samples: using pooled variances t-test versus separate variances t-test

How to compare the mean of two populations for paired data

How to compare two population proportions

Using contingency table and the Chi-square test of independence

Using an F-test to compare the variances of two populations

Analyzing data using multiple regression methods

Design of experiments and its role in technology commercialization and product realization

Regulation quality of production using statistic control

Robust parameter design is an approach to product realization optimized activities.

Introduction to Response surface methodology

Using Random effects models where a factor has a large number of possible levels.

Syllabus of tutorials:

1. Random variables, numerical

characteristics

2. Regression and correlation analysis

3. Statistical testing of hypothesis

4. Design of Experiments: binary form

factorial designs

5. Robust Design

6. Statistical quality control

Study Objective:

General Course Objective:

To provide necessary statistical background for analyzing data and drawing inferences from that analysis. To increase the student's mastery of the deductive nature of reasoning. To understand the nature of critical thinking. To increase the student's ability in problem solving. To increase the student's ability to work with others towards a common goal.

Study materials:

1. Kožíšek, J., Stieberová, B.: Statistika v příkladech, Verlag Dashofer, Praha 2012.

2. Hindls, R., Hronová, S. et al. Statistika pro ekonomy. Professional publishing. 2007.

Note:

Further information:

Viz. Intranet MUVS ČVUT

No time-table has been prepared for this course

The course is a part of the following study plans:

• N-PRI-prez. forma od 14/15 (compulsory course)