Statistics

Course guarantor:

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 2024/2025:

Time-table is not available yet

Time-table for summer 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	roomTH:B-369 12:00–13:50 (lecture parallel1) Thákurova 7 (budova FSv) roomTH:B-369 14:00–15:50 (lecture parallel1 parallel nr.101) Thákurova 7 (budova FSv)
Fri

The course is a part of the following study plans:

• Geodézie a kartografie, specializace Geomatika (compulsory elective course)