Mathematical Statistics I
Code | Completion | Credits | Range | Language |
---|---|---|---|---|
D01MS1 | ZK | 2P | Czech |
- Garant předmětu:
- Lecturer:
- Tutor:
- Supervisor:
- Department of Mathematics
- Synopsis:
-
Random sample. Idea of statistical inference. Random variables and their distribution. Normal distribution. Central limit theorem. Multiple distribution. Independence. Correlation. Theory of estimation. – point and interval estimate. Hypotheses testing. Test statistic and statistical decision. P-value. Simple linear regression – parameters estimation, hypotheses testing, prediction intervals, regression diagnostic. Simulation independent realizations of random variables.
- Requirements:
-
Basic calculus.
- Syllabus of lectures:
-
Random sample. Idea of statistical inference. Random variables and their distribution. Normal distribution. Central limit theorem. Multiple distribution. Independence. Correlation. Theory of estimation. – point and interval estimate. Hypotheses testing. Test statistic and statistical decision. P-value. Simple linear regression – parameters estimation, hypotheses testing, prediction intervals, regression diagnostic. Simulation independent realizations of random variables
- Syllabus of tutorials:
- Study Objective:
-
The goal is to get a basic knowledge of inferential statistics for postgraduate students who did not encounter the subject in their studies or who have some rudiment knowledge only.
- Study materials:
-
Jay Devore: Probability and Statistics for Engineering and the Sciences
- Note:
- Further information:
- No time-table has been prepared for this course
- The course is a part of the following study plans: