Last update: RNDr. Michal Červinka, Ph.D. (25.09.2019)
Follow-up course to Introductory Statistics (JEB132 or JEB142) on probability theory and statistics, covering the basic notions needed for the course of econometrics.
Last update: RNDr. Michal Červinka, Ph.D. (07.11.2019)
Anglicky vyučovaný kurz navazujícící na Introductory Statistics (JEB142), který buduje znalosti a dovednosti potřebné pro navazujícící kurzy ekonometrie.
Descriptors -
Last update: RNDr. Michal Červinka, Ph.D. (14.11.2023)
The following information is valid for academic year 2023/24 (updated slides shall appear soon)
Lectures (2x per week):
Mondays 9:30 am in lecture hall "Michal Mejstrik" O109
Tuesdays 9:30 am in lecture hall "Michal Mejstrik" O109
There will be altogether 24 lectures. Lectures will not be streamed online.
Exercise classes (1x per week):
Group 1: Mondays 11 am in lecture hall O314, Cervinka, capacity cap 40
Group 2: Tuesdays 8 am in lecture hall 314, Hieu Huang (Hieu), capacity cap 35
Group 3: Tuesdays 8 am in lecture hall 206, Sarlota Smutna (Sarlota), capacity cap 35
Group 4: Tuesdays 8 am in lecture hall 105, Cervinka, capacity cap 17
Midterm: November 28th
Exam Dates: will be announced
Instruction for signing up for the exercise classes:
Please select your favourite time-slot and teaching assistant and sign up for a particular class in the Student Information System when signing up of the course. Please note there are limits of available seats set for each group of exercise class.
Information for international students visiting IES
Strong warning! Please consider registration to this subject only after consulting with the lecturer. In previous years many international students did not have good enough prior knowledge of mathematics to follow and pass this course. Registration without intention of passing the subject is not allowed. Students will not be given any certificate of participation only! After the deadline for HW1, cancellation of the registration to the course is not allowed.
Last update: RNDr. Michal Červinka, Ph.D. (14.11.2023)
The following information is valid for academic year 2023/24 (updated slides shall appear soon)
Lectures (2x per week):
Mondays 9:30 am in lecture hall "Michal Mejstrik" O109
Tuesdays 9:30 am in lecture hall "Michal Mejstrik" O109
There will be altogether 24 lectures. Lectures will not be streamed online.
Exercise classes (1x per week):
Group 1: Mondays 11 am in lecture hall O314, Cervinka, capacity cap 40
Group 2: Tuesdays 8 am in lecture hall 314, Hieu Huang (Hieu), capacity cap 35
Group 3: Tuesdays 8 am in lecture hall 206, Sarlota Smutna (Sarlota), capacity cap 35
Group 4: Tuesdays 8 am in lecture hall 105, Cervinka, capacity cap 17
Midterm: November 28th
Exam Dates: will be announced
Instruction for signing up for the exercise classes:
Please select your favourite time-slot and teaching assistant and sign up for a particular class in the Student Information System when signing up of the course. Please note there are limits of available seats set for each group of exercise class.
Information for international students visiting IES
Strong warning! Please consider registration to this subject only after consulting with the lecturer. In previous years many international students did not have good enough prior knowledge of mathematics to follow and pass this course. Registration without intention of passing the subject is not allowed. Students will not be given any certificate of participation only! After the deadline for HW1, cancellation of the registration to the course is not allowed.
Course completion requirements -
Last update: RNDr. Michal Červinka, Ph.D. (19.09.2023)
Grading 2023/24:
There is altogether 100 points available. Offering bonus points is illegal at any subject at FSV UK.
midterm test: 15 points
homeworks (5 x): altogether 20 points
For each homework assignment only two pre-selected problems will be subject to grading. Full solutions to all problems shall be uploaded in SIS. Students can gain partial point award based on proportion of the correct answers within the pre-selected problems graded.
written exam: 50 points
Minimum requirement from the written exam is 25.5 points (stricly more than 50% of the written exam). Gaining less will result in grade F regardless of the total sum including HWs and oral exam.
oral exam: 15 points
Minimum requirement from the oral exam is 8 points (stricly more than 50% of the written exam). Gaining less will result in grade F regardless of the total sum including HWs and written exam.
Grading system based on percents of the grade (non-integer values are rounded up)
91-100
points
A
excellent (with minor mistakes)
81-90
points
B
very good (above average with some mistakes)
71-80
points
C
good (solid with few major mistakes)
61-70
points
D
acceptable (with large number of major mistakes)
51-60
points
E
sufficient (satisfies minimum requirements)
0-50
points
F
insufficient (substantial extra work required)
Credit load 7 ECTS equivalent to 210 hours of student work:
participation lecture time including online videos - 36 hours
participation seminar time - 16 hours
time anticipated for work on homeassignments - 5x10 hours
time anticipated for midterm preparation - 15 hours
time anticipated for exam preparation - 60 hours
exam - 3 hours
time anticipated for additional home study and reading during the semester - 30 hours
Last update: RNDr. Michal Červinka, Ph.D. (19.09.2023)
Grading 2023/24:
There is altogether 100 points available. Offering bonus points is illegal at any subject at FSV UK.
midterm test: 15 points
homeworks (5 x): altogether 20 points
For each homework assignment only two pre-selected problems will be subject to grading. Full solutions to all problems shall be uploaded in SIS. Students can gain partial point award based on proportion of the correct answers within the pre-selected problems graded.
written exam: 50 points
Minimum requirement from the written exam is 25.5 points (stricly more than 50% of the written exam). Gaining less will result in grade F regardless of the total sum including HWs and oral exam.
oral exam: 15 points
Minimum requirement from the oral exam is 8 points (stricly more than 50% of the written exam). Gaining less will result in grade F regardless of the total sum including HWs and written exam.
Grading system based on percents of the grade (non-integer values are rounded up)
91-100
points
A
excellent (with minor mistakes)
81-90
points
B
very good (above average with some mistakes)
71-80
points
C
good (solid with few major mistakes)
61-70
points
D
acceptable (with large number of major mistakes)
51-60
points
E
sufficient (satisfies minimum requirements)
0-50
points
F
insufficient (substantial extra work required)
Credit load 7 ECTS equivalent to 210 hours of student work:
participation lecture time including online videos - 36 hours
participation seminar time - 16 hours
time anticipated for work on homeassignments - 5x10 hours
time anticipated for midterm preparation - 15 hours
time anticipated for exam preparation - 60 hours
exam - 3 hours
time anticipated for additional home study and reading during the semester - 30 hours
Literature -
Last update: RNDr. Michal Červinka, Ph.D. (22.09.2022)
Mandatory:
BARTOSZYŃSKI, R. and NIEWIADOMSKA-BUGAJ, M. Probability and Statistical Inference. 3rd edition, Wiley, 2021.
RAMACHANDRAN, K.M., TSOKOS, Ch.P. Mathematical Statistics with Applications in R, 3rd edition, Elsevier, 2020.
Recommended:
ANDERSON D.R., SWEENEY, D.J., WILLIAMS, T.A., CAMM J.D., COCHRAN J.J., Statistics for Business and Economics. 14th edition, Cengage Learning, 2019.
SUHOV, Y., KELBERT, M. Probability and Statistics by Example, volume 1, 2nd edition, Cambridge University Press, 2014.
MITTELHAMMER, R.C. Mathematical Statistics for Economics and Business. 2nd edition, Springer, New York, 2013.
Last update: RNDr. Michal Červinka, Ph.D. (22.09.2022)
Povinná četba:
BARTOSZYŃSKI, R. and NIEWIADOMSKA-BUGAJ, M. Probability and Statistical Inference. 3rd edition, Wiley, 2021.
RAMACHANDRAN, K.M., TSOKOS, Ch.P. Mathematical Statistics with Applications in R, 3rd edition, Elsevier, 2020.
Doporučená četba:
ANDERSON D.R., SWEENEY, D.J., WILLIAMS, T.A., CAMM J.D., COCHRAN J.J., Statistics for Business and Economics. 14th edition, Cengage Learning, 2019.
SUHOV, Y., KELBERT, M. Probability and Statistics by Example, volume 1, 2nd edition, Cambridge University Press, 2014.
MITTELHAMMER, R.C. Mathematical Statistics for Economics and Business. 2nd edition, Springer, New York, 2013.
Requirements to the exam -
Last update: RNDr. Michal Červinka, Ph.D. (19.09.2023)
Grading 2023/24:
There is altogether 100 points available. Offering bonus points is illegal at any subject at FSV UK.
midterm test: 15 points
homeworks (5 x): altogether 20 points
For each homework assignment only two pre-selected problems will be subject to grading. Full solutions to all problems shall be uploaded in SIS. Students can gain partial point award based on proportion of the correct answers within the pre-selected problems graded.
written exam: 50 points
Minimum requirement from the written exam is 25.5 points (stricly more than 50% of the written exam). Gaining less will result in grade F regardless of the total sum including HWs and oral exam.
oral exam: 15 points
Minimum requirement from the oral exam is 8 points (stricly more than 50% of the written exam). Gaining less will result in grade F regardless of the total sum including HWs and written exam.
Grading system based on percents of the grade (non-integer values are rounded up)
91-100
points
A
excellent (with minor mistakes)
81-90
points
B
very good (above average with some mistakes)
71-80
points
C
good (solid with few major mistakes)
61-70
points
D
acceptable (with large number of major mistakes)
51-60
points
E
sufficient (satisfies minimum requirements)
0-50
points
F
insufficient (substantial extra work required)
Credit load 7 ECTS equivalent to 210 hours of student work:
participation lecture time including online videos - 36 hours
participation seminar time - 16 hours
time anticipated for work on homeassignments - 5x10 hours
time anticipated for midterm preparation - 15 hours
time anticipated for exam preparation - 60 hours
exam - 3 hours
time anticipated for additional home study and reading during the semester - 30 hours
Last update: RNDr. Michal Červinka, Ph.D. (19.09.2023)
Grading 2023/24:
There is altogether 100 points available. Offering bonus points is illegal at any subject at FSV UK.
midterm test: 15 points
homeworks (5 x): altogether 20 points
For each homework assignment only two pre-selected problems will be subject to grading. Full solutions to all problems shall be uploaded in SIS. Students can gain partial point award based on proportion of the correct answers within the pre-selected problems graded.
written exam: 50 points
Minimum requirement from the written exam is 25.5 points (stricly more than 50% of the written exam). Gaining less will result in grade F regardless of the total sum including HWs and oral exam.
oral exam: 15 points
Minimum requirement from the oral exam is 8 points (stricly more than 50% of the written exam). Gaining less will result in grade F regardless of the total sum including HWs and written exam.
Grading system based on percents of the grade (non-integer values are rounded up)
91-100
points
A
excellent (with minor mistakes)
81-90
points
B
very good (above average with some mistakes)
71-80
points
C
good (solid with few major mistakes)
61-70
points
D
acceptable (with large number of major mistakes)
51-60
points
E
sufficient (satisfies minimum requirements)
0-50
points
F
insufficient (substantial extra work required)
Credit load 7 ECTS equivalent to 210 hours of student work:
participation lecture time including online videos - 36 hours
participation seminar time - 16 hours
time anticipated for work on homeassignments - 5x10 hours
time anticipated for midterm preparation - 15 hours
time anticipated for exam preparation - 60 hours
exam - 3 hours
time anticipated for additional home study and reading during the semester - 30 hours
Syllabus -
Last update: RNDr. Michal Červinka, Ph.D. (25.09.2019)
1. Introduction
2. Discrete Random Variables and Expectation
3. Continuous Random Variables and Expectation
4. Multivariate Distributions and Transformations
5. Conditional Distributions and Expectation
6. Selected Families of Distributions
7. Random Samples
8. Statistical Inference
9. Estimation
10. Testing Statistical Hypotheses
Last update: RNDr. Michal Červinka, Ph.D. (13.09.2020)
The teaching in this course runs in English only.
1. Úvod
2. Diskrétní náhodné veličiny a střední hodnota
3. Spojité náhodné veličiny a střední hodnota
4. Mnohorozměná rozdělení a transformace náhodných veličin
5. Podmíněná rozdělení a podmíněné střední hodnoty
