Subjects(version: 953)
Statistics for Financial Mathematics - NMFM301
Title: Statistika pro finanční matematiky Department of Probability and Mathematical Statistics (32-KPMS) Faculty of Mathematics and Physics from 2022 winter 8 winter s.:4/2, C+Ex [HT] unlimited unlimited no no taught Czech full-time full-time http://www.karlin.mff.cuni.cz/~kulich/vyuka/statfpm/index.html
Guarantor: doc. RNDr. Michal Pešta, Ph.D. M Bc. FMM Bc. FM > Povinné Mathematics > Probability and Statistics NMFM202 NMFM310, NMFM308 NMFM332, NMFM334, NMFM336, NMFM338 NSTP097
 Annotation - ---CzechEnglish
Foundations of mathematical statistics for bachelor's students of Financial mathematics.
Last update: T_KPMS (13.05.2014)
 Aim of the course - ---CzechEnglish

Students will understand the foundations of mathematical statistics and important principles of parameter estimation and hypotheses testing. They will become familiar with most common statistical procedures and their application to real data.

Last update: Kulich Michal, doc. Mgr., Ph.D. (05.09.2013)
 Course completion requirements - ---CzechEnglish

Obtaining 'zápočet' (i.e. passing the tutorial) is a necessary condition for taking the examination.

It is granted by the teacher for (i) presence during the exercises (maximum of 2 unattended exercises allowed) and (ii) passing 2 written exams during the semester (at least 50% of points in each written pass exam).

There are no additional terms or possibilities for obtaining 'zápočet'.

The exam has a written and an oral part covering everything that is presented during the lectures. For more information see 'Requirements to the exam'.

Last update: Maciak Matúš, doc. RNDr., Ph.D. (16.10.2023)
 Literature - ---CzechEnglish

Anděl J.: Statistické metody. MATFYZPRES, Praha 1998

Anděl J.: Základy matematické statistiky. MATFYZPRES, Praha 2002

Casella G, Berger R.L.: Statistical Inference, 2nd Edition. Duxbury Thomson Learning, Pacific Grove, CA, 2002

Last update: Pešta Michal, doc. RNDr., Ph.D. (28.10.2019)
 Teaching methods - ---CzechEnglish

Lecture+exercises.

Last update: G_M (24.04.2012)
 Requirements to the exam - ---CzechEnglish

Obtaining "zápočet" (i.e. passing the tutorial) is a necessary condition for taking the examination.

We require knowledge of the concepts introduced in all the discussed fields, of their relations, and of all the performed proofs.

Last update: Pešta Michal, doc. RNDr., Ph.D. (28.10.2019)
 Syllabus - ---CzechEnglish

1. Random sample and its properties.

2. Point and interval estimators and their properties.

3. Parameter estimation methods. Empirical, moment estimators. Maximum likelihood.

4. Theory of hypotheses testing.

5. One-sample and paired methods for continuous data.

6. One-sample methods for discrete data.

7. Two-sample methods for continuous data.

8. Contingency tables.

9. Analysis of variance.

10. Linear regression.

Last update: Kulich Michal, doc. Mgr., Ph.D. (05.09.2013)

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