Logo ČVUT
CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2024/2025

Mathematical Statistics

Login to KOS for course enrollment Display time-table
Code Completion Credits Range Language
101MTST Z,ZK 3 2P+1C English
Garant předmětu:
Martin Hála
Lecturer:
Martin Hála
Tutor:
Martin Hála
Supervisor:
Department of Mathematics
Synopsis:

Advanced methods of mathematical statistics, notions of probability, discrete and continuous random variables, multidimensional distributions and estimates of distribution parameters. Multidimensional regression and submodel testing. Different types of continuous distributions. Multidimensional distribution. Time series, especially stationary time series and their study in time and frequency domain.

Requirements:
Syllabus of lectures:
Syllabus of tutorials:
Study Objective:
Study materials:

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

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

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

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

Note:
Time-table for winter semester 2024/2025:
Time-table is not available yet
Time-table for summer semester 2024/2025:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2024-04-17
Aktualizace výše uvedených informací naleznete na adrese https://bilakniha.cvut.cz/en/predmet6881806.html