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Mathematical Statistics 2 - NMSA332

Title:	Matematická statistika 2
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2013 to 2014
Semester:	summer
E-Credits:	5
Hours per week, examination:	summer s.:2/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	prof. RNDr. Jiří Anděl, DrSc.
Class:	M Bc. OM M Bc. OM > Povinně volitelné M Bc. OM > Zaměření STOCH
Classification:	Mathematics > Probability and Statistics
Co-requisite :	NMSA331
Incompatibility :	NSTP202
Interchangeability :	NSTP202
Is interchangeable with:	NSTP202, NSTP192
In complex pre-requisite:	NMSA349

Annotation -

Last update: G_M (16.05.2012)

Foundations of theoretical statistics. Recommended for bachelor's program in General Mathematics, specialization Stochastics.

Aim of the course -

Last update: T_KPMS (11.05.2012)

The students learn fundamental methods used in theory of estimation and testing hypotheses.

Literature - Czech

Last update: prof. RNDr. Jiří Anděl, DrSc. (09.09.2013)

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

Anděl J.: Statistické metody. Matfyzpress, Praha 2007

Anděl J.: Základy matematické statistiky. Matfyzpress, Praha 2013

Teaching methods -

Last update: T_KPMS (11.05.2012)

Lecture+exercises.

Syllabus -

Last update: T_KPMS (11.05.2012)

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.