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Foundations of theoretical statistics. Recommended for bachelor's program in General Mathematics, specialization
Stochastics.
Last update: G_M (16.05.2012)
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The students learn fundamental methods used in theory of estimation and testing hypotheses. Last update: T_KPMS (11.05.2012)
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To obtain the course credit, it is required to pass two written tests by obtaining at least 60 points out of 100 possible. At the same time, from each test, it is necessary to get at least 20 points out of the 50 possible. Students who obtained (from both regular tests together) at least 25 points, will be allowed to take a (single) retake of the test. To obtain the course credit, they then need to get at least 60 points from 100 possible in the retake of the test. Last update: Nagy Stanislav, doc. Mgr., Ph.D. (18.05.2025)
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Anděl J.: Matematická statistika, SNTL/ALFA, Praha 1978
Anděl J.: Statistické metody. Matfyzpress, Praha 2007
Anděl J.: Základy matematické statistiky. Matfyzpress, Praha 2013 Last update: Nagy Stanislav, doc. Mgr., Ph.D. (18.05.2025)
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Lecture+exercises. Last update: T_KPMS (11.05.2012)
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The requirements to pass the exam correspond to the syllabus of the subject as presented in the lectures. A course credit is necessary for taking the exam. Last update: Nagy Stanislav, doc. Mgr., Ph.D. (18.05.2025)
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Theoretical principles of theory of estimation and testing statistical hypotheses. Regular systems of densities, sufficient statistics, moment method, maximum likekelihood method and asymptotical tests based on maximum likelihood. Optimal estimators, construction of the most powerful statistical tests. Last update: T_KPMS (11.05.2012)
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Random variables and vectors and their characterizations; convergence in distribution, in probability and almost surely; central limit theorem; conditional density and conditional expectation. Last update: Antoch Jaromír, prof. RNDr., CSc. (04.06.2018)
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