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

Statistics

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Code Completion Credits Range Language
101STAG Z,ZK 5 2P+2C Czech
Garant předmětu:
Jana Nosková
Lecturer:
Jana Nosková
Tutor:
Jana Nosková
Supervisor:
Department of Mathematics
Synopsis:

Advanced methods of mathematical statistics. Sequential tests, bayesian and robust methods.

Software R-project.

Requirements:

Elementary probability and mathematical statistics.

Syllabus of lectures:

1.Classical hypothesis testing.

2.Sequential tests.Errors of the I. and II. kind.

3.Wald test for alternative distribution.

4.Wald test for normal distribution.

5.Bayesian methods.

6.Conjugated system of densities.

7.Loss function.

8.Bayesian estimation.

9.Bayesian tests.

10.Maximum likelihood method.

11. Robust estimators.

12.Linear regression and LS estimates.

13.Robust estimation in linear regression.

Syllabus of tutorials:

Exercises followes lectures.

Study Objective:

To be aquainted with advanced statistical methods and with software R-project.

Study materials:

!Wald Abraham: Sequential Analysis, Courier Corporation 2013,ISBN 978-0-486-61579-0

!Wasserman Larry: All of Statistics, Springer 2004,ISBN 978-0-387-40272-7

!Jurečková Jana and Picek Jan :Robust Statistical Methods with R,Chapman and Hall/CRC 2006,ISBN 978-1-58488-454-5

Note:
Time-table for winter semester 2023/2024:
Time-table is not available yet
Time-table for summer semester 2023/2024:
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
roomTH:B-975

12:00–13:50
(lecture parallel1)
Thákurova 7 (budova FSv)
B975
roomTH:B-975

14:00–15:50
(lecture parallel1
parallel nr.101)

Thákurova 7 (budova FSv)
B975
Fri
The course is a part of the following study plans:
Data valid to 2024-05-22
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