MU11160 Applied Statistics

Mathematical Institute in Opava
Winter 2016
Extent and Intensity
2/1/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Michal Málek, Ph.D. (lecturer)
RNDr. Jiří Jahn, Ph.D. (seminar tutor)
Guaranteed by
doc. RNDr. Michal Málek, 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
Course objectives
The goal of the lectures and exercises of the course Applied Statistics is the introduction into Bayesian statistics and into its practical methods.
Syllabus
  • 1. Randomness and probability.
    2. Probability and measure theory.
    3. Probability distributions.
    4. Random number generators.
    5. Markov chains.
    6. Metropolis-Hastings algorithm.
    7. Statistical models and their updating. Confidence regions.
    8. The Bayes formula. Bayesian networks.
    9. Bayesian decision theory. Loss function, utility. Classical loss functions.
    10. Monte Carlo and MCMC
Literature
    recommended literature
  • Christian P. Robert. The Bayesian choice: From decision-theoretic foundations to computational implementation. New York, 2007. info
  • Christian P. Robert and George Casella. Monte Carlo statistical methods. New York, 2004. info
  • R. Hindls, S. Hronová, I. Novák. Metody statistické analýzy pro ekonomy. Praha, 2000. info
  • J.Ramík, Š. Čemerková. Statistika B. OPF SU, Karviná, 2000. info
  • J. Anděl. Statistické metody. Matfyzpress, 1993. info
  • J. Seger, R. Hindls. Statistické metody v ekonomii. H&H, 1993. info
  • L. Cyhelský. Úvod do teorie popisné statistiky. Praha, 1974. info
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
The course is also listed under the following terms Winter 1999, Winter 2000, Winter 2001, Winter 2002, Winter 2003, Winter 2004, Winter 2005, Winter 2006, Winter 2007, Winter 2008, Winter 2009, Winter 2010, Winter 2011, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022.
  • Enrolment Statistics (Winter 2016, recent)
  • Permalink: https://is.slu.cz/course/sumu/winter2016/MU11160