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.
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.
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
Barlow R.E., Proschan F.; Mathematical Theory of Reliability, SIAM 1996, ISBN 0-89871-369-2