Course: Statistical Analysis 1

« Back
Course title Statistical Analysis 1
Course code KMA/SA1
Organizational form of instruction Lecture + Not exists
Level of course Bachelor
Year of study not specified
Semester Winter
Number of ECTS credits 5
Language of instruction Czech
Status of course unspecified
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Šedivá Blanka, RNDr. Ph.D.
Course content
Probability terms I., continuous variables. Probability terms II., discrete variables. Sampling distributions I., gamma distribution, beta distribution, Student?s t-distribution, F-distribution. Sampling distribution II., division two random variables, Central limit theorem. Relations among sample distributions. Some inequalities for binomial random variable, approximations of Poisson distribution, relations Poisson, binomial and F-distributions. Calculation algorithms for binomial, geometrical and Poisson distributions. Parameter estimations, average, sample variance, unbiased estimation, unbiased sample variance, bias of sample standard deviation, distributions of average and sample variance ? large sample, small sample. Parameter estimation, some use of order statistics. Order statistics, distribution of i-th order statistic, minimum and maximum distribution, symmetrical distribution, quantiles, sample median, parameters of uniform distribution estimation, Shifted exponential distribution. Parameter estimation, consistency, method of moments, maximum likelihood, MLE estimation for normal, exponential and uniform, sufficient statistic. Interval estimation. Parameter interval estimation, idea, vague of reliability interval, reliability interval symmetrical in probability, symmetrical in location, intuitive method for reliability interval construction. Tests of hypotheses. Simple hypotheses, simple alternative, type I. and II errors, its influence, rejection region, test power, most powerful and uniformly powerful test, Neyman-Pearson lemma, parameter tests, power function, exponential family testing, likelihood ratio tests. Tests of hypotheses, sequential tests, Wald?s tests, sequential tests about parameters, random count sums distribution, Wald?s tests properties in contrary classical tests. n-dimensional distribution, estimation, test and dependencyy models, two-dimensional normal distribution, detailed analysis, correlation, sample correlation, Fisher transformation, correlation interval estimation, independence (non-correlation) hypothesis. Non-parametrical tests, categorical variables distribution, goodness-of-fit test, modification, homogeneity test.

Learning activities and teaching methods
Lecture supplemented with a discussion, Lecture with practical applications, One-to-One tutorial
  • Preparation for formative assessments (2-20) - 30 hours per semester
  • Preparation for an examination (30-60) - 60 hours per semester
  • Contact hours - 56 hours per semester
prerequisite
Knowledge
Basic knowledge in probability theory and statistics are expected.
describe and explain the basic operations of matrix calculus (within the scope of the KMA/LA subject)
Skills
identify different types of random variables (discrete, continuous) and different types of distribution
Use knowledge of basic statistical methods and procedures for simple data analysis.
Competences
N/A
learning outcomes
Knowledge
to understanding the basic statistical problems
Skills
to identify methods suitable for solving real problems.
Competences
N/A
teaching methods
Knowledge
Lecture supplemented with a discussion
One-to-One tutorial
Interactive lecture
Project-based instruction
Skills
Interactive lecture
Competences
Project-based instruction
assessment methods
Knowledge
Combined exam
Skills
Combined exam
Competences
Combined exam
Recommended literature
  • http://en.wikipedia.org/wiki/Probability_distribution.
  • Hátle, Jaroslav. Základy počtu pravděpodobnosti a matematické statistiky. Praha : SNTL, 1972.
  • Rao, Radhakrishna Calyampudi. Lineární metody statistické indukce a jejich aplikace. Praha : Academia, 1978.
  • Reif, J. Metody matematické statistiky. Plzeň : Západočeská univerzita, 2004. ISBN 80-7043-302-7.
  • Rényi, Alfréd. Teorie pravděpodobnosti. 1. české vyd. Praha : Academia, 1972.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester