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

Methods for Data Processing

The course is not on the list Without time-table
Code Completion Credits Range Language
101MVD Z,ZK 5 2P+2C Czech
Garant předmětu:
Lecturer:
Tutor:
Supervisor:
Department of Mathematics
Synopsis:

After introductory steps, basic and more advanced methods for hypothesis testing and parameter estimation are presented. Attention is paid to the R language and environment for statistical computing.

Requirements:

None.

Syllabus of lectures:

1. Descriptive statistics, measures of location and scale, empirical distribution function

2. Simple random sample and ordered sample

3. Normally distributed random variable

4. Correlation, Pearson, and Spearman sample correlation coefficient

5. Principle of statistical hypothesis testing

6. One-sample tests (t-test, F-test, sign (binomial) test, Wilcoxon test)

7. Two-sample tests (two-sample t-test and Wilcoxon test, Kolmogorov-Smirnov test)

8. Linear regression and the least squares method

9. Robust estimates of location and scale

10. Robust estimates in linear regression 1 (Huber, Tukey)

11. Robust estimates in linear regression 2 (LMS, LTS)

12. Classical statistics in R-project

13. Robust statistics in R-project

Syllabus of tutorials:

Exercise class follows the syllabus topics.

Study Objective:

Students will become familiar with tools for hypothesis testing and parameter estimation in stochastic models.

Study materials:

!Jarušková D.: Pravděpodobnost a matematická statistika, Vydavatelství ČVUT, Praha, 2006, ISBN: 978-80-01-04829-0.

!Anděl J.: Statistické metody, Matfyzpress, MFF UK, Praha, 5. vydání, 2019, ISBN 978-80-7378-381-5

?Zvára K., Štěpán J.: Pravděpodobnost a matematická statistika. Matfyzpress, MFF UK, Praha, 6. vydání, 2019, ISBN 978-80-7378-388-4.

?Wasserman L.: All of Statistics: A Concise Course in Statistical Inference. Springer Texts in Statistics, Corr. 2nd printing, Springer, New York, 2010, ISBN 9781441923226

:Navara M.: Pravděpodobnost a matematická statistika. FEL ČVUT, Praha, 2020, https://cmp.felk.cvut.cz/~navara/stat/PMS_ebook.pdf

Note:
Further information:
Ve výstavbě.
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2024-05-16
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