| Anotace | (semestr ) |
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| Advanced methods of mathematical statistics, notions of probability, discrete and continuous random variables, multidimensional distributions and estimates of distribution parameters. Introduction to sequential hypothesis testing and Bayesian methods. Multidimensional regression and submodel testing. Different types of continuous distributions, simulation questions, especially inverse distribution method and rejection method. Multidimensional distribution. Time series, especially stationary time series and their study in time and frequency domain. |
| Obsah | |
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Notion of probability.
Discrete and continuous random variables.
Multidimensional distributions.
Estimates of distribution parameters.
Introduction to sequential hypothesis testing.
Bayesian methods.
Multidimensional regression
Submodel testing.
Types of continuous distributions.
Simulation questions, in particular inverse distribution method.
Rejection method.
Multidimensional distribution.
Time series, in particular stationary time series and their study in time and frequency domain. |
| Literatura | |
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Povinná literatura:
[1] Wasserman L.: All of Statistics. Springer, 2005. ISBN 0-387-40272-1
[2] Papoulis, A. - Pillai, S.U.: Probability, Random Variables and Stochastic Processes. McGraw-Hill Europe; 4th edition, 2002. ISBN 0-07-366011-6
[3] Hothorn, T. – Everitt, B. S.: Chapman & Hall/CRC Press, Boca Raton, Florida, USA, 3rd edition, 2014. ISBN 978-1-4822-0458-2.
[4] Stowell, S.: Using R for Statistics. Springer, Berlin, 2014. ISBN 978-1484201404.
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| Návaznosti | |
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| Studijní plány | |
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Předmět je zařazen do následujících studijních plánů:
- studijní plán Civil Engineering (ND2023), skupina Civil Engineering, 1st semester (ND20230100), dop. semestr 1 (platí pro nástup od akad. roku 2023/24 )
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