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Selected Topics in Probability and Statistics

Anotace

The first half of the course contains an introduction to the Bayesian statistics and Monte Carlo methods. The second half is devoted to the regression and time series analysis.

Povinná literatura

Kruschke, John. Doing Bayesian data analysis: A tutorial introduction with R. Academic Press, 2010. ISBN 978-0123814852
Cox, David Roxbee, David Victor Hinkley. Theoretical statistics. CRC Press, 1979. ISBN 978-0412161605 
Chatfield, Chris. The analysis of time series: an introduction. CRC press, 2013. ISBN 978-1584883173 

Doporučená literatura

Schervish, Mark J. Theory of statistics. Springer, 1995. ISBN 978-1461242505 
Crawley, Michael J. The R book. John Wiley & Sons, 2012. ISBN 978-0470973929


Language of instruction čeština, angličtina
Code 470-4406
Abbreviation VPPS
Course title Selected Topics in Probability and Statistics
Coordinating department Department of Applied Mathematics
Course coordinator Ing. Jan Kracík, Ph.D.