MU03043 Probability and Statistics II

Mathematical Institute in Opava
Summer 2015
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. Ing. Petr Seďa, Ph.D. (lecturer)
doc. Ing. Petr Seďa, Ph.D. (seminar tutor)
Guaranteed by
doc. Ing. Petr Seďa, Ph.D.
Mathematical Institute in Opava
Prerequisites (in Czech)
MU02032 Probability and Statistics
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
To provide further attainments of mathematical statistics and essentials of stochastic processes theory.
Syllabus
  • Measurement the dependency of qualitative characteristics.
    Contingency tables.
    Regression and correlation analysis
    Linear and non-linear regression. Regression with multiple parameters.
    Analysis of variance (ANOVA)
    with a single or multiple factors.
    Factor analysis
    Explorative factor analysis, principal component analysis (PCA).
    Confirmative analysis. Principal factor analysis.
    Cluster analysis
    Non-hierarchical, hierarchical clustering
    Time series analysis
    Transformation of uneven time series. Moving averages.
    Time series decomposition.
    Linear prediction.
    AR(p), MA(q) a ARMA(p,q) models.
Literature
    recommended literature
  • ANDĚL, J. Základy matematické statistiky. Praha : Matfyzpress, 2011. ISBN 978-80-7378-162-0. info
  • Anděl J. Statistické metody. MatFyzPress, Praha, 2007. ISBN 80-7378-001-1. info
  • Š. Peško, J. Smieško. Stochastické modely operačnej analýzy. Žilinská univerzita, Žilina, 1999. ISBN 80-7100-570-3. info
  • F. S. Hilier, G. J. Lieberman. Introduction to stochastic models in operations reseach. McGraw Hill, 1990. info
  • Mandl, P. Pravděpodobnostní dynamické modely. Academia, Praha, 1985. info
  • J. Likeš, J. Machek. Matematická statistika. Praha, 1983. info
  • J. Likeš, J. Machek. Počet pravděpodobnosti. Praha, 1982. info
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Teacher's information
Requierements for pre-exam credits are defined by lecturer. In principle, students should be able to solve simple practical problems using STATISTICA software. During the course of exam, essential theoretical attainments are required.
The course is also listed under the following terms Summer 2000, Summer 2001, Summer 2002, Summer 2003, Summer 2004, Summer 2005, Summer 2006, Summer 2007, Summer 2008, Summer 2009, Summer 2010, Summer 2011, Summer 2012, Summer 2013, Summer 2014, Summer 2016, Summer 2017, Summer 2018.
  • Enrolment Statistics (Summer 2015, recent)
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