Subjects

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Geometric approach to linear model - NMUM605

Title:	Geometrická interpretace lineárního modelu
Guaranteed by:	Department of Mathematics Education (32-KDM)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2023
Semester:	summer
E-Credits:	2
Hours per week, examination:	summer s.:0/2, C [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:	RNDr. Vítězslav Línek, Ph.D. doc. RNDr. Antonín Slavík, Ph.D.

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Annotation -

Last update: T_KDM (19.04.2017)

An alternative way of presentation of basic statistical methods. The aim of the subject is to make mathematical statistics accessible to those who don‘t find the standard matrix-algebraical explanation appealing. Prerequisites are good geometric imagination and familiarity with vector spaces.

Course completion requirements - Czech

Last update: doc. RNDr. Antonín Slavík, Ph.D. (07.06.2019)

Zápočet je udílen za úspěšné napsání zápočtového testu.

Literature -

Last update: T_KDM (19.04.2017)

Saville, D. J. & Wood, G. R.: Statistical Methods: The Geometric Approach. Springer-Verlag, New York, 1991.

Wichura, M. J.: The Coordinate-Free Approach to Linear Models. Cambridge University Press, New York, 2006.

Syllabus -

Last update: T_KDM (19.04.2017)

Random vector. Linear model. Orthogonal projection and its distribution. Estimate of expected value. Estimate of variance, χ2-distribution. Test of submodel, F-distribution. Applications of t-distribution. Correlation coefficients.