Statistics II

Type of study	Follow-up Master
Language of instruction	English
Code	470-4402/02
Abbreviation	S II
Course title	Statistics II
Credits	6
Coordinating department	Department of Applied Mathematics
Course coordinator	prof. Ing. Radim Briš, CSc.

Osnova předmětu

Lectures:
Reliability mathematics.
Reliability data analysis.
Hazard functions, relation of hazard to probability density and distribution functions, cumulative hazard function, common types of hazard functions Weibull, Gamma and Lognormal distributions - properties.
Statistical methods for single samples, maximum likelihood estimation: generalities and illustrations.
Cenzored data.
Regression models for reliability data, proportional hazard models, survival analysis.
Markov processes, discrete parameter Markov chains, continuous time Markov chains.
Bayes theory of estimation.

E-learning

Basic materials are available on the educator's website:http://homel.vsb.cz/~bri10

Povinná literatura

James L.Johnson; Probability and Statistics for Computer Science, Wiley 2003, ISBN 0-471-32672-0.
Barlow R.E., Proschan F.; Mathematical Theory of Reliability, SIAM 1996, ISBN 0-89871-369-2.

Doporučená literatura

Crowder M.J., Kimber A.C., Smith R.L., Sweeting T.J.; Statistical Analysis of Reliability Data; Chapman and Hall 1991, ISBN 0-412-30560-7
Barlow R.E., Proschan F.; Mathematical Theory of Reliability, SIAM 1996, ISBN 0-89871-369-2

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