Subjects(version: 957)
Course, academic year 2023/2024
Mathematical Statistics 2 - NSTP202
Title: Matematická statistika 2 Department of Probability and Mathematical Statistics (32-KPMS) Faculty of Mathematics and Physics from 2018 summer 6 summer s.:4/0, Ex [HT] unlimited unlimited no no cancelled Czech full-time full-time
Guarantor: prof. RNDr. Jiří Anděl, DrSc. Mathematics > Probability and Statistics NSTP201 NMSA332 NSTP228, NSTP192, NSTP196 NSTP002 NEKN005
 Annotation - ---CzechEnglish
The lecture is devoted to fundamental methods of estimation theory and hypotheses testing. Further, some practical applications (ANOVA, nonparametrics, contingency tables) are introduced. The course provides a basis for studying advanced statistics.
Last update: T_KPMS (25.04.2008)
 Aim of the course - ---CzechEnglish

The students learn fundamental methods used in theory of estimation and testing hypotheses. The methods are applied to constructing practical procedures for statistical analysis of real data, e.g. analysis of variance, nonparametrics, contingency tables and so on.

Last update: T_KPMS (15.05.2008)
 Literature - Czech

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

Anděl J.: Statistické metody. Matfyzpress, Praha 1998

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

Last update: T_KPMS (18.04.2008)
 Teaching methods - ---CzechEnglish

Lecture.

Last update: G_M (27.05.2008)
 Syllabus - ---CzechEnglish

Theory of estimation (unbiasedness, consistency and efficiency of estimators, Rao-Cramér inequality, Fisher information, Bhattacharya theorem, sufficient statistics, Lehmann-Scheffé theorem, ancillary statistics, Basu theorem, Rao-Blackwell theorem, maximum likelihood method). Tests of statistical hypotheses. Linear models

and their applications. Scheffé and Tukey methods for multiple comparisons. One-way and two-way analysis of variance. Nonparametric methods (sign test, one-sample and two-sample Wilcoxon test, Kruskal-Wallis test, Friedman test, Spearman correlation coefficient). Tests of fit. Tests for contingency tables.

Last update: T_KPMS (25.04.2008)

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