Course: Probability and Statistics II

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Course title Probability and Statistics II
Course code KMA/P521
Organizational form of instruction Lecture + Lesson
Level of course Bachelor
Year of study 3
Semester Winter
Number of ECTS credits 6
Language of instruction Czech
Status of course Compulsory
Form of instruction unspecified
Work placements unspecified
Recommended optional programme components None
Lecturer(s)
  • Loukotová Lucie, Mgr.
  • Boďa Martin, doc. PhDr. Ing. PhD.
Course content
1. Statistical distributions 2. Basic concepts of statistics 3. Normal distribution choice 4. Distributions of exponential type 5. Properties of estimators (maximum likelihood, unbiased estimators) 6. Properties of estimators (consistency a efficiency) 7. Confidence intervals (parameters of normal distribution) 8. Confidence intervals (parameters of the other ones) 9. Statistical tests (principles, F-test and t-tests) 10. Statistical tests (tests of parameters nonnormal distributions, chi-squared test and other nonparametric tests) 11. Linear regression - universal model 12. Linear regression - applications 13. Correlation 14. Time reserve 15. Time reserve

Learning activities and teaching methods
unspecified
Learning outcomes
The course is a follow-up to the Probability and Statistics I course, and its focus is predominantly on the methods of information extrapolation from the selected partial set to the core set. As for methods employed in the field of mathematical statistics, the following issues will be dealt with: point and interval parameter estimates in elementary probability distributions, the testing of hypotheses relating to parameters in normal distribution, the approximate testing of parameters in some other types of distribution (using data from one or two random selections), some non-parameter tests, linear regression, and some issues related to the correlation of random variables.

Prerequisites
unspecified
KMA/P421
----- or -----
KMA/P450

Assessment methods and criteria
unspecified
Recommended literature
  • Cihlář, J., Pelikán, Š. Statistika - cvičení, PF UJEP, Ústí nad Labem, 1996.
  • Cihlář, J. Statistika, PF UJEP, Ústí nad Labem, 1982.
  • Dupač, V., Hušková, M. Pravděpodobnost a matematická statistika, Karolinum, Praha, 2001.
  • Likeš, J., Machek, J. Počet pravděpodobnosti, SNTL, Praha, 1987.
  • Potocký, R. Sbírka úloh z pravděpodobnosti a matematické statistiky, Alfa, Bratislava, 1986.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester
Faculty: Faculty of Science Study plan (Version): Mathematics (double subject) (A14) Category: Mathematics courses 3 Recommended year of study:3, Recommended semester: Winter
Faculty: Faculty of Science Study plan (Version): Mathematics (double subject) (A14) Category: Mathematics courses 3 Recommended year of study:3, Recommended semester: Winter
Faculty: Faculty of Science Study plan (Version): Mathematics (double subject) (A14) Category: Mathematics courses 3 Recommended year of study:3, Recommended semester: Winter