Statistics

The course is not on the list Without time-table

Code	Completion	Credits	Range	Language
101STAG	Z,ZK	5	2P+2C	Czech

Garant předmětu:

Jana Nosková

Lecturer:

Tutor:

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:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: