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Foundations of Mathematical Statistics

Summary

The primary aim of the subject is an exposition of the theory of estimation of population parameters, hypothesis testing, modelling of technological processes with regression models and their assessment by correlation analysis. Multivariate regression is taught under the required theoretical conditions. Correlation analysis shows ways of measuring dependence for various types of variables.

Literature

JAMES, G., D. WITTEN, T. HASTIE a R. TIBSHIRANI. An Introduction to Statistical Learning. NY: Springer, 2013. ISBN 978-1-4614-7138-7 .
DRAPER, N. R. and H. SMITH. Applied Regression Analysis. NY: Wiley, 1998. ISBN 978-0471170822 .
RYAN, T. P. Modern Regression Methods. NY: Wiley, 2008. ISBN 978-0470550441 .
ASHENFELTER, O. B.,P. B. LEVINE and D. J. ZIMMERMAN. Statistics and Econometrics: Methods and Applications. NY: Wiley, 2006. ISBN-13: 978-0470009451.

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 .


Language of instruction angličtina
Code 639-3021
Abbreviation ZMS
Course title Foundations of Mathematical Statistics
Coordinating department Department of Quality Management
Course coordinator Ing. Filip Tošenovský, Ph.D.