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MU:MU20027 Applied Statistics I - Course Information

## MU20027 Applied Statistics I

**Mathematical Institute in Opava**

Winter 2020

**Extent and Intensity**- 2/1/0. 3 credit(s). Type of Completion: zk (examination).
**Teacher(s)**- RNDr. Oldřich Stolín, Ph.D. (lecturer)
**Guaranteed by**- Mgr. Samuel Joshua Roth, Ph.D.

Mathematical Institute in Opava **Timetable**- Wed 13:05–14:40 BF - BrainFitness
- Timetable of Seminar Groups:

*O. Stolín* **Prerequisites**(in Czech)- 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**- Mathematical Methods and Modelling (programme MU, Bc-M)
- Mathematical Methods in Economics (programme MU, Bc-M)
- Mathematical Methods in Risk Management (programme MU, Bc-M)
- General Mathematics (programme MU, Bc-M)

**Course objectives**- The course Applied Statistics consists of lectures and tutorials whose goal is to introduce students to Bayesian statistics and 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 dynamic updating. Confidence regions.

8. The Bayes formula. Bayesian networks.

9. Bayesian decision theory. Loss function, utility. Classical loss functions.

10. Monte Carlo and MCMC

- 1. Randomness and probability.
**Literature**- A. Gelman, et. al.
*Bayesian Data Analysis, Third Edition*. 2013. ISBN 1439840954. info

*required 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

*recommended literature*- A. Gelman, et. al.
**Language of instruction**- English
**Further comments (probably available only in Czech)**- Study Materials

The course can also be completed outside the examination period. **Teacher's information**- Conditions for course completion:

1. Satisfactory completion of all assignments with at most two exceptions. Assignments will be given each week during recitations. Students will have time in recitation to complete and submit the assignments in electronic format, usually in the form of a file containing data and calculations. Assignments not completed during recitation or for which the student is not present, may be completed during the week and submitted before the beginning of the next recitation.

2. A total of 60 points must be earned from the written tests. A student can earn at most 40 points from each individual test.

- Enrolment Statistics (recent)

- Permalink: https://is.slu.cz/course/sumu/winter2020/MU20027