MMEKSMEA Statistical Methods for Economists

Obchodně podnikatelská fakulta v Karviné
zima 2012
Rozsah
Přednáška 8 HOD/SEM. 4 kr. Ukončení: zk.
Vyučující
Ing. Elena Mielcová, Ph.D. (přednášející)
Ing. Filip Tošenovský, Ph.D. (přednášející)
prof. RNDr. Josef Tošenovský, CSc. (přednášející)
Garance
prof. RNDr. Josef Tošenovský, CSc.
Katedra informatiky a matematiky – Obchodně podnikatelská fakulta v Karviné
Předpoklady
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Omezení zápisu do předmětu
Předmět je otevřen studentům libovolného oboru.
Cíle předmětu
The course provides a greater insight into statistical methods used for multivariate data analysis. It presents selected methods and shows how to apply them with a support of statistical software. It also familiarizes students with some special economic-mathematical methods which are an essential part of modern management. Students learn the methods in a practical way, so that they can use them in marketing. Studying the methods, the students will also be able to control production quality at all stages of production processes. At the same time, they will learn methods which form an essential part of management education, as dictated by the internationally - recognized quality norms, such as QS 9000 from the U.S. or VDA 6.1. from Germany. These norms are compulsory for many industrial branches including all car industry suppliers.
Osnova
  • 1. Introduction to statistical terms and methods
    2. Hypothesis testing in marketing - parametric tests
    3. Hypothesis testing in marketing - non-parametric tests
    4. Regression analysis
    5. Correlation analysis
    6. Analysis of variance (ANOVA)
    7. Analysis of variance (ANOVA) : two factors and Latin squares
    8. Full factorial plans
    9. Two-level fractional factorial plan
    10. Taguchi's methods - loss function
    11. Taguchi's methods - overall quality costs
    12. Sale forecasting methods
    1. Introduction to statistical terms and methods
    Location and variability characteristics, skewness, kurtosis, statistical sample with two
    variables, hypothesis testing
    2. Hypothesis testing in marketing - parametric tests
    A marketing case study enabling to test parameters of interest, one-sample t-test and two-sample t-test paired and unpaired.
    3. Hypothesis testing in marketing - non-parametric tests
    One-sample median test, one-sample Chi-squared test, two-sample tests, two-sample Chi-squared test, Mann-Whitney test, Wilcoxon paired test.
    4. Regression analysis
    The idea of regression, estimation of regression coefficients, test of significance for regression coefficients, confidence intervals for regression coefficients, goodness-of-fit test for regression.
    5. Correlation analysis
    Correlation coefficient, correlation index, Spearman's rank correlation coefficient, multivariate linear dependence - equations for two independent variables.
    6. Analysis of variance (ANOVA)
    One-factor ANOVA procedures and a measure of dependence.
    7. Analysis of variance (ANOVA) : two factors and Latin squares
    Two factors and three-factors (Latin squares) in ANOVA.
    8. Full factorial plans
    Introduction to statistical experiments and their applications, experimental procedure, effect of a factor and test for its significance, graphical assessment of a factor effect, interaction plots, model of an experiment.
    9. Two-level fractional factorial plan
    Half-fractional factorial plans, graphical method.
    10. Taguchi's methods - loss function
    Definition and properties of the loss function, loss function for different types of tolerances.
    11. Taguchi's methods - overall quality costs
    Monitoring of quality costs, control charts.
    12. Sale forecasting methods
    Trend and seasonal analysis, model for constant seasons, residual analysis, testing of residual properties, forecasting, causal forecasting model.
Literatura
    povinná literatura
  • J. G. VAN MATRE, G.H. GILBREATH. Statistics for Business and Economics. Business Publications, 1987. info
    doporučená literatura
  • JIJU ANTONY. Design of Experiments for Engineers and Scientists. Butterworth-Heinemann, 2003. info
  • RANJIT K. ROY. A Primer on the Taguchi Method (Competitive Manufacturing Series). Society of Manufacturing Engineers, 1990. info
Výukové metody
Individuální konzultace
Demonstrace dovedností
Metody hodnocení
Písemná zkouška
Písemný test
Vyučovací jazyk
Angličtina
Informace učitele
1x test, 1x exam test
Další komentáře
Předmět je dovoleno ukončit i mimo zkouškové období.
Předmět je zařazen také v obdobích zima 2007, léto 2008, zima 2008, léto 2009, zima 2009, léto 2010, zima 2010, léto 2011, zima 2011, léto 2012, léto 2013, zima 2013, léto 2014.