Methods for Data Processing
Code | Completion | Credits | Range | Language |
---|---|---|---|---|
101MVD | Z,ZK | 5 | 2P+2C | Czech |
- Course guarantor:
- Lecturer:
- Jana Nosková
- Tutor:
- Jana Nosková
- 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:
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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:
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Exercise class follows the syllabus topics.
- Study Objective:
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Students will become familiar with tools for hypothesis testing and parameter estimation in stochastic models.
- Study materials:
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!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.
- Time-table for winter 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 Fri - Time-table for summer semester 2024/2025:
- Time-table is not available yet
- The course is a part of the following study plans:
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- Stavební inženýrství - materiály a diagnostika staveb (compulsory course)