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Multivariate Analysis - NMST539

Title:	Mnohorozměrná analýza
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2020 to 2021
Semester:	summer
E-Credits:	5
Hours per week, examination:	summer s.:2/2 C+Ex [hours/week]
Capacity:	unlimited
Min. number of students:	unlimited
Virtual mobility / capacity:	no
State of the course:	taught
Language:	English, Czech
Teaching methods:	full-time

Guarantor:	doc. RNDr. Zdeněk Hlávka, Ph.D.
Class:	M Mgr. PMSE M Mgr. PMSE > Povinně volitelné
Classification:	Mathematics > Probability and Statistics
Is interchangeable with:	NSTP018

Opinion survey results Examination dates SS schedule Noticeboard

Annotation -

Last update: doc. Ing. Marek Omelka, Ph.D. (08.12.2020)

Normal, Wishart and Hotelling distributions. Canonical correlations. Principal components. Factor, discriminant and cluster analyses. Use of libraries of statistical programs.

Aim of the course -

Last update: doc. RNDr. Zdeněk Hlávka, Ph.D. (08.12.2020)

To explain selected methods of multivariate statistics.

Course completion requirements -

Last update: doc. RNDr. Zdeněk Hlávka, Ph.D. (06.10.2017)

Prerequisites for obtaining the credit (zápočet): participation in the exercises and continuous solving of assigned problems. The nature of the credit does not allow it to be repeated. Acquiring credit is a prerequisite for attending the exam.

Literature - Czech

Last update: doc. RNDr. Zdeněk Hlávka, Ph.D. (08.12.2020)

Hebák P., Hustopecký J.: Vícerozměrné statistické metody s aplikacemi. SNTL-Alfa. Praha, 1987

Mardia K.V., Kent J.T., Bibby J.M.: Multivariate Analysis. Academia Press. London, 1979

Rao C.R.: Linear Statistical Inference and Its Applications. 2nd edition. Wiley. New York, 1973. (existuje český překlad)

Teaching methods -

Last update: T_KPMS (16.05.2013)

Lecture+exercises.

Requirements to the exam -

Last update: doc. RNDr. Zdeněk Hlávka, Ph.D. (06.10.2017)

The exam consists of a written and oral part. The written part is preceded by an oral part. Failing the written part means that the whole exam has been failed (and the oral part does not take place). Failing the oral part means that both the written and oral part of the exam must be repeated. The note is determined on the basis of both the written and the oral parts.

The written part consists of a single example addressing topics corresponding both to what was presented during the exercises or lectures and to the syllabus of the subject.

Requirements for the oral part of the exam correspond to the syllabus of the subject in the scope that was presented at the lecture.

Syllabus -

Last update: doc. RNDr. Zdeněk Hlávka, Ph.D. (08.12.2020)

Normal, Wishart and Hotelling distributions. Canonical correlations. Principal components. Factor, discriminant and cluster analyses. Use of libraries of statistical programs.

Entry requirements -

Last update: doc. RNDr. Zdeněk Hlávka, Ph.D. (25.05.2018)

basic knowledge of linear algebra, theory of probability, and mathematical statistics