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Terminated in academic year 2009/2010

Probability and Statistics B

Type of study Master
Language of instruction Czech
Code 151-0588/01
Abbreviation PaStB
Course title Probability and Statistics B
Credits 4
Coordinating department Department of Mathematical Methods in Economics
Course coordinator RNDr. Matěj Turčan, Ph.D.

Subject syllabus

1. Descriptive measures for one dimensional statistical set of data.
2. Grouping a large set of data. Exploratory data analysis.
3. Sampling theory (population, random sample, sample statistics).
4. Estimation theory (point estimates, interval estimates).
5. Tests of hypotheses. One sample parametric tests.
6. Two samples parametric tests. Nonparametric tests.
7. Small set of values of two variables.
8. Large set of values of two variables (matrix of frequencies).
9. Spearman rank correlation coefficient. Contingency table.
10. Analysis of variance.
11. Regression and correlation analysis. Simple linear regression. Correlation
and determination coefficients.
12. Simple nonlinear regression. Multiple regression (linear and nonlinear).
Generalized correlation and determination coefficients.
13. Time series analysis .
14. Time series descriptive measures.

Literature

1. Mendenhall, W. - Sincich, T.: Statistics for Engineering and the Sciences.
New York, Macmillan Publishing Company, 1992. ISBN 0-02-946563-X .
2. Newbold, P.: Statistics for Business and Economics. London, Prentice-Hall
Int. Lim., 1991. ISBN 0-13-850645-0 .
3. Kvanli, A.H. - Pavur, R.J. - Guynes, C.S.: Introduction to Business
Statistics - A Computer Integrated, Data Analysis Approach. New York, South-
Western College Publishing, 2000. ISBN 0-324-01207-1 .
4. Walpole, R. A.: Introduction to Statistics. New York, Macmillan Publishers,
1989. ISBN 0-02-424150-4 .

Advised literature

No advised literature has been specified for this subject.