MU03243 Probability and Statistics II

Mathematical Institute in Opava
Summer 2021
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Ing. Petr Seďa, Ph.D. (lecturer)
Guaranteed by
RNDr. Oldřich Stolín, Ph.D.
Mathematical Institute in Opava
Thu 13:55–15:30 LVT1
  • Timetable of Seminar Groups:
MU03243/01: Thu 15:35–17:10 LVT1, P. Seďa
Prerequisites (in Czech)
( MU20009 Probability and Statistics I || MU01133 Probability and Statistics || MU10133 Probability and Statistics ) && ! MU03143 Probability and Statistics II && ! NOW ( MU03143 Probability and Statistics II ) && TYP_STUDIA ( B )
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
there are 8 fields of study the course is directly associated with, display
Course objectives
The second part of the two-semestral course aims at fundamental methods and principles of mathematical statistics (descriptive and inferential).
  • 1. Exploratory data analysis: basic methods of analysis of data, numerical characteristics, contingency tables.
    2. Point and interval estimates. Method of maximal likelihood.
    3. Hypothesis testing: basic principles, parametric and nonparametric tests.
    4. General linear model and its selected special cases: analysis of variance (ANOVA), factor analysis, linear regression.
    5. Nonlinear regression, cluster analysis.
    6. Analysis of time series.
    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
  • C. R. Rao, H. Toutenburg. Linear Models. Springer New York, 1995. 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
    not specified
  • F. S. Hilier, G. J. Lieberman. Introduction to stochastic models in operations reseach. McGraw Hill, 1990. info
Language of instruction
Further comments (probably available only in Czech)
Study Materials
The course can also be completed outside the examination period.
Teacher's information
The final exam consists of a written (at least 60%) and an oral part (2 theoretical questions). To obtain the pre-exam credits it is neccessary to actively participate in seminars on a regular basis and passing two written tests (60% at least).
The course is also listed under the following terms Summer 2008, Summer 2009, Summer 2010, Summer 2011, Summer 2012, Summer 2013, Summer 2014, Summer 2015, Summer 2016, Summer 2017, Summer 2018, Summer 2019, Summer 2020.
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