MU:MU03143 Probability and Statistics II - Course Information
MU03143 Probability and Statistics II
Mathematical Institute in OpavaSummer 2019
- 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 - 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
- Geometry and Global Analysis (programme MU, N1101)
- Mathematical Analysis (programme MU, N1101)
- Course objectives
- To provide further attainments of mathematical statistics and essentials of stochastic processes theory.
- Syllabus
- Measurement of dependency of statistical variables.
Test of independence in contingency tables. Contingency coefficients.
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.
- Measurement of dependency of statistical variables.
- Literature
- required literature
- RUBLÍKOVÁ, Eva. Analýza časových radov. Bratislava: Iura Edition - Ekonomická univerzita, 2007. ISBN 978-80-8078-139-2. info
- Anděl J. Statistické metody. MatFyzPress, Praha, 2007. ISBN 80-7378-001-1. info
- Anděl J. Základy matematické statistiky. MatFyzPress, Praha, 2007. ISBN 80-7378-003-8. info
- HENDL, Jan. Přehled statistických metod zpracování dat. Praha: Portál., 2004. ISBN 80-7178-820-1. info
- recommended literature
- BROCKWELL. Peter J. a Richard A. DAVIS. Time Series: Theory and Methods. Springer, 2nd ed., 2009. ISBN 978-1441903198. info
- ŘEZANKOVÁ, H., HÚSEK, D. a SNÁŠEL, V. Shluková nalýza dat. Professional Publishing Praha., 2007. ISBN 978-80-86946-26-9. info
- MELOUN, Milan a Jiří MILITKÝ. Kompendium statistického zpracování dat: metody a řešené úlohy. Academia, Praha., 2006. ISBN 80-200-1396-2. info
- Riečanová a kol. Numerické metody a matematická štatistika. Alfa, Bratislava., 1987. ISBN 063-559-87. info
- J. Likeš, J. Machek. Matematická statistika. Praha, 1983. info
- J. Likeš, J. Machek. Počet pravděpodobnosti. Praha, 1982. info
- not specified
- F. S. Hilier, G. J. Lieberman. Introduction to stochastic models in operations reseach. McGraw Hill, 1990. 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. During the course of exam, essential theoretical attainments are required.
- Enrolment Statistics (Summer 2019, recent)
- Permalink: https://is.slu.cz/course/sumu/summer2019/MU03143