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Course, academic year 2023/2024
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Mathematical Statistics 1 - NSTP201
Title: Matematická statistika 1
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018
Semester: winter
E-Credits: 6
Hours per week, examination: winter s.:4/0, Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: cancelled
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Guarantor: prof. RNDr. Jiří Anděl, DrSc.
Classification: Mathematics > Probability and Statistics
Interchangeability : NMSA331
Is co-requisite for: NSTP008, NSTP202, NSTP191, NSTP228, NEKN003
Is incompatible with: NSTP001
Is pre-requisite for: NEKN005, NSTP196
Annotation -
The lecture represents an introduction to mathematical statistics. It is demonstrated how probability theory, measure theory and matrix theory are used in statitics. Normal distribution is mentioned with his fundamental role in construction of statistical procedures.
Last update: T_KPMS (25.04.2008)
Aim of the course -

The students will be familiar with theoretical methods of mathematical statistics. They will be able to understand the core of statistical procedures presented in other statistical courses.

Last update: T_KPMS (15.05.2008)
Literature - Czech

Anděl J.: Matematická statistika, SNTL/ALFA, Praha 1978

Anděl J.: Statistické metody. Matfyzpress, Praha 1993

Anděl, J.: Základy matematické statistiky. Matfyzpress, Praha 2005

Last update: T_KPMS (18.04.2008)
Teaching methods -

Lecture.

Last update: G_M (27.05.2008)
Syllabus -

Random variables and vectors. Random sample. Theory of linear regression and correlation. Transformations of random variables. Conditional densities. Normal, chi-square, t and F distributions and their applications. Linear regression model. Sample correlation coefficients.

Last update: T_KPMS (25.04.2008)
 
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