Mathematical Statistics

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Department of Mathematics

Synopsis:

Advanced methods of mathematical statistics, terms of probability, discrete and continuous random variables, multidimensional distributions and estimates of distribution parameters. Introduction to sequential hypothesis testing and Bayesian methods. Multidimensional regression and submodel testing. Different types of continuous distributions, simulation questions, especially inverse distribution method and rejection method. Multidimensional distribution. Time series, especially stationary time series and their study in time and frequency domain.

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Základní literatura:

[1] Wasserman L.: All of Statistics. Springer, 2005. ISBN 0-387-40272-1

[2] Papoulis, A. - Pillai, S.U.: Probability, Random Variables and Stochastic Processes. McGraw-Hill Europe; 4th edition, 2002. ISBN 0-07-366011-6

[3] Hothorn, T. – Everitt, B. S.: Chapman & Hall/CRC Press, Boca Raton, Florida, USA, 3rd edition, 2014. ISBN 978-1-4822-0458-2.

[4] Stowell, S.: Using R for Statistics. Springer, Berlin, 2014. ISBN 978-1484201404.

Doporučená literatura.

[5] Tsay, R. S.: Multivariate Time Series Analysis With R and Financial Applications. John Wiley, New Jersey, 2014. ISBN 978-1-118-61790-8.

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Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: