Statistics - JEB105

• Anglický název: Statistics
• Zajišťuje: Institut ekonomických studií (23-IES)
• Fakulta: Fakulta sociálních věd
• Platnost: od 2012 do 2014
• Semestr: zimní
• E-Kredity: 7
• Způsob provedení zkoušky: zimní s.:
• Rozsah, examinace: zimní s.:4/2, Zk [HT]
• Počet míst: neomezen / 120 (neurčen)
• Minimální obsazenost: neomezen
• 4EU+: ne
• Virtuální mobilita / počet míst pro virtuální mobilitu: ne
• Stav předmětu: vyučován
• Jazyk výuky: angličtina
• Způsob výuky: prezenční
• Způsob výuky: prezenční
• Další informace: http://ies.fsv.cuni.cz/cs/syllab/JEB105
• Poznámka: předmět je možno zapsat mimo plán; povolen pro zápis po webu; při zápisu přednost, je-li ve stud. plánu
• Garant: RNDr. Michal Červinka, Ph.D.
• Vyučující: RNDr. Michal Červinka, Ph.D.; Mgr. Bc. Tomáš Janotík; PhDr. Ing. Petr Soukup, Ph.D.
• Třída: Kurzy pro CZV; Courses for incoming students
• Korekvizity : JEB127
• Prerekvizity : JEB006
• Je korekvizitou pro: JEB127
• Je prerekvizitou pro: JEB035, JEB109

Anotace

Poslední úprava: RNDr. Michal Červinka, Ph.D. (25.09.2019)

Follow-up course to Introductory Statistics (JEB132 or JEB142) on probability theory and statistics, covering the basic notions needed for the course of econometrics.

Deskriptory

Poslední úprava: RNDr. Michal Červinka, Ph.D. (13.09.2020)

The following information is valid for academic year 2020/21 (updated slides shall appear soon)

Lectures (2x per week):

• Monday 9.30-10.50 am and Tuesday 9.30-10.50 am

The semester starts on Tuesday September 29, 2020, and lectures on November 16 and 17 are cancelled due to dean's day and national holiday, respectively. There may be extra lecture to compensate a missing lecture, in order to provide 24 lectures before Christmas break. The time a place of the extra lecture will be announced during the semester.

Exercise classes (1x per week):

• Group 1: Monday 11.00-12.20 room 314 (Cervinka) (max 24)
• Group 2: Tuesday 8.00-9.20 room 105 (Togodnize) (max 12)
• Group 3: Tuesday 8.00-9.20 room 314 (Bezhanishvili) (max 24)
• Group 4: Tuesday 8.00-9.20 room 206 (Smutna) (max 24)

Midterm:

Due to ongoing covid pandemic there will be no midterm.

Exam Dates:

Due to ongoing covid pandemic the exam dates will be announced in early December 2020. There will not be any exam date in 2020.

Announcements:

• The seminars on Tuesday October 1 at 8am are cancelled. The course will start with a lecture on Tuesday October 1 at 9:30am.
• Note that this course has two 80-minute lectures and one 80-minute excercise class per week...visiting just one lecture per week results in systematically missing half of the lectures!
• Registration is succesful only for students who passed both Introductory Statistics and Matematika II (or alternatively Mathematics 2). There will be no prerequisite waivers this year!
  

Instruction for signing up for the exercise classes:

Please select your favourite time-slot and teaching assistant and sign up for a particular class in the Student Information System when signing up of the course. Please note there are limits of available seats set for each group of exercise class.

Information for international students visiting IES

Strong warning! Please consider registration to this subject only after consulting with the lecturer. In previous years many international students did not have good enough prior knowledge of mathematics to follow and pass this course. Registration without intention of passing the subject is not allowed. Students will not be given any certificate of participation only! After submitting one of the homeworks, cancellation of the registration to the course is not allowed.

Podmínky zakončení předmětu

čeština

Poslední úprava: RNDr. Michal Červinka, Ph.D. (13.09.2020)

Grading 2020/21:

There is altogether 100 points available. Bonus points will not be available.

midterm test 

homeworks (4x): HW1 4 points, HW2 4 points, HW3 5 points, HW4 7 points - altogether 20 points

For each homework assignment only two pre-selected problems will be subject to grading. Full solutions to all problems shall be uploaded in SIS. Students can gain partial point award based on proportion of the correct answers within the pre-selected problems graded.

written exam: 50 points

oral exam: 30 points

Students will be admitted to the oral exam only if the score from the written exam exceeds 25 points altogether. 

Grading system based on percents of the grade:

    0-50   percents ... F ... insufficient (substantial extra work required)
50.1-60   percents ... E ... sufficient (satisfies minimum requirements)
60.1-70   percents ... D ... acceptable (with large number of major mistakes)
70.1-80   percents ... C ... good (solid with few major mistakes)
80.1-90   percents ... B ... very good (above average with some mistakes)
90.1-100 percents ... A ... excellent (with minor mistakes)

angličtina

Poslední úprava: RNDr. Michal Červinka, Ph.D. (19.02.2014)

The following holds for local students and incoming Erasmus students:

2 midterm tests: each test for 7 points

homeworks: 6 groups of problems - altogether 30
problems - from each group 2 problems will be selected on random to be graded. if at least 1 of those 2 problems is correct, 1 point will be awarded

written exam: 3 hour test for 50 points

oral exam: up to 30 points

bonus points may (or may not) be available during midterms or written exam

Students will be admitted to the oral exam only if the score from midterms, homeworks and written exam exceeds 45 points altogether. Then the result of an oral exam is added.

Point requirements for grades:
60-69.5 points ... "dobře" (3)
70-79.5 points ... "velmi dobře" (2)
80-100 points ... "výborně" (1)

For local students currently outside Czech Republic on Erasmus programmes:

written exam: 1.4 times the score
oral exam: up to 30 points (only if score from written exam exceeds 45 points)

Point requirements for grades remain the same.

Literatura

Poslední úprava: RNDr. Michal Červinka, Ph.D. (13.09.2020)

Mandatory:

BARTOSZYŃSKI, R. and NIEWIADOMSKA-BUGAJ, M. Probability and Statistical Inference. 2nd edition, Wiley, 2008.

MITTELHAMMER, R.C. Mathematical Statistics for Economics and Business. 2nd edition, Springer, New York, 2013.

Recommended:

SWEENEY, D.J., WILLIAMS, T.A. and ANDERSON D.R. Fundamentals of Business Statistics. 6th edition, Cengage Learning, 2011.

SUHOV, Y., KELBERT, M. Probability and Statistics by Example, volume 1, Cambridge University Press, 2005.

RAMACHANDRAN, K.M., TSOKOS, Ch.P. Mathematical Statistics with Applications, Elsevier, 2009.

Požadavky ke zkoušce

Poslední úprava: RNDr. Michal Červinka, Ph.D. (13.09.2020)

Grading 2020/21:

There is altogether 100 points available. Bonus points will not be available.

midterm test 

homeworks (4x): HW1 4 points, HW2 4 points, HW3 5 points, HW4 7 points - altogether 20 points

For each homework assignment only two pre-selected problems will be subject to grading. Full solutions to all problems shall be uploaded in SIS. Students can gain partial point award based on proportion of the correct answers within the pre-selected problems graded.

written exam: 50 points

oral exam: 30 points

Students will be admitted to the oral exam only if the score from the written exam exceeds 25 points altogether. 

Grading system based on percents of the grade:

    0-50   percents ... F ... insufficient (substantial extra work required)
50.1-60   percents ... E ... sufficient (satisfies minimum requirements)
60.1-70   percents ... D ... acceptable (with large number of major mistakes)
70.1-80   percents ... C ... good (solid with few major mistakes)
80.1-90   percents ... B ... very good (above average with some mistakes)
90.1-100 percents ... A ... excellent (with minor mistakes)

Sylabus

Poslední úprava: RNDr. Michal Červinka, Ph.D. (13.09.2020)

1. Introduction

2. Discrete Random Variables and Expectation

3. Continuous Random Variables and Expectation

4. Multivariate Distributions and Transformations

5. Conditional Distributions and Expectation

6. Selected Families of Distributions

7. Random Samples

8. Statistical Inference

9. Estimation

10. Testing Statistical Hypotheses