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Terminated in academic year 2020/2021

Mathematical Statistics

Type of study BachelorFollow-up Master
Language of instruction Czech
Code 639-2002/03
Abbreviation MS
Course title Mathematical Statistics
Credits 5
Coordinating department Department of Quality Management
Course coordinator prof. RNDr. Josef Tošenovský, CSc.

Subject syllabus

1. Population and sample, random sample, frequencies
2. Division of data into classes (procedure and reason for doing so), histogram
3. Moment and quantile characteristics
4. The theorem on a single drawing from normal distribution and its use
5. The theorem on two drawings from normal distribution and its use
6. Hypothesis testing – general procedure, type I and II errors in testing
7. F-test, t-tests (all steps taken in the test)
8. Correlation analysis (the r coefficient and its testing, correlation index, condition for use, properties)
9. Multivariate regression analysis (principal matrix formulae)
10. Spearmann’s correlation coefficient, contingency tables
11. Point estimation of
12. Interval estimation of
13. Test of normality (skewness and kurtosis of normal distribution, Shapiro-Wilk test and its table of critical values)
14. Testing of outliers (Grubb’s test, Box Plot), tests of data independence (sign test).

E-learning

E-learning:
Integrovaný systém modulární počítačové výuky ekonomicko-technického zaměření (http://lms.vsb.cz): Vzdělávací modul 4 – Zlepšování procesů s využitím statistické analýzy, submodul Průzkumová analýza dat: Grafické nástroje (s. 3 – 21) Intervalové odhady (s. 25 – 33) Testování hypotéz (s. 33 – 67)
Regresní analýza (s. 73 – 90) TOŠENOVSKÝ, J. Plánování experimentů. Studijní opory. Ostrava: VŠB-TU Ostrava, 2012. TOŠENOVSKÝ, J. Teorie pravděpodobnosti. Studijní opory. Ostrava: VŠB-TU Ostrava, 2012.

Literature

JAMES, G., D. WITTEN, T. HASTIE a R. TIBSHIRANI. An Introduction to Statistical Learning. NY: Springer, 2013. ISBN 978-1-4614-7138-7 .

Advised literature

MONTGOMERY, D. C. Applied Statistics and Probability for Engineers. NY: Wiley, 2010. ISBN-13 978-1-1185-3971-2 .
SHESKIN, D. J. Handbook of Parametric and Nonparametric Statistical Procedures. NY: Chapman and Hall, 2003. ISBN 1-58488-440-1 .