Terminated in academic year 2019/2020

Stochastic Methods of Modelling

Type of study	Follow-up Master
Language of instruction	Czech
Code	545-0037/03
Abbreviation	SSMM
Course title	Stochastic Methods of Modelling
Credits	5
Coordinating department	Department of Economics and Control Systems
Course coordinator	doc. Ing. Pavel Staša, Ph.D.

Subject syllabus

1.Chance quantity and its characteristic, stochastic processes
2.Stochastic sample, distribution analysis
3.Interval and punctual parameter estimation
4.Statistical hypothesis tests
5.Analysis of variance
6.Linear regression analysis
7.Correlation analysis
8.Time series analysis
9.Statistical software SAS

Literature

GARDNER, J., POWERS, B., McDOWELL, B.: Getting Started with Enterprise Guide.
Software Course Notes. SAS Institute Inc. USA, 2001.
GUNDERSON, A.: Interactive Statistics. [online]. USA, Prentice Hall, 2002. HTML
format.
TRUXILLO, C. Statistical Analysis Using Enterprise Guide. Software Course
Notes. SAS Institute Inc. USA, 2001.
Elementary Concepts in Statistics. [online]. Stat Soft Inc, 1984-2003. www:
http://www.statistica.cz/textbook/stathome.html>
072/aliaga/aliaga.htm>

Advised literature

MENDENHALL, W. Second Course in Statistics, Regression Analysis. USA:
University of Florida, 2003. ISBN 0-13-022323-9.
TRUXILLO, C.: Statistical Analysis Using Enterprise Guide. Software Course
Notes. SAS Institute Inc. USA, 2001.

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