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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2025/2026

Mathematical Statistics

The course is not on the list Without time-table
Code Completion Credits Range Language
101MTST Z,ZK 3 2P+1C English
Course guarantor:
Lecturer:
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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.

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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:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2025-03-23
For updated information see http://bilakniha.cvut.cz/en/predmet6881806.html