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Statistics II

* Exchange students do not have to consider this information when selecting suitable courses for an exchange stay.

Course Unit Code470-4402/01
Number of ECTS Credits Allocated6 ECTS credits
Type of Course Unit *Compulsory
Level of Course Unit *Second Cycle
Year of Study *Second Year
Semester when the Course Unit is deliveredWinter Semester
Mode of DeliveryFace-to-face
Language of InstructionCzech
Prerequisites and Co-Requisites Course succeeds to compulsory courses of previous semester
Name of Lecturer(s)Personal IDName
BRI10prof. Ing. Radim Briš, CSc.
Summary
Main orientation in the subject: Reliability mathematics, Reliability data analysis.
Learning Outcomes of the Course Unit
The aim of the subject is to introduce new advanced statistical methods frequently used in both research and practice. Basic scope of the subject is reliability theory.
Course Contents
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.
Recommended or Required Reading
Required Reading:
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.
Briš R., Litschmannová M., STATISTIKA II., E-learningový prvek pro podporu výuky odborných a technických předmětů, v rámci projektu CZ.O4.01.3/3.2.15.2/0326, VŠB TU Ostrava, 2007, ISBN 978-80-248-1482-7.

Rogalewicz V.; Stochastické procesy, skriptum ČVUT Praha 1993.

Recommended Reading:
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
Hebák P.,Hustopecký J. a kol.: Vícerozměrné statistické metody (1-3), Informatorium, Praha 2004-2005, ISBN 80-7333-025-3

Rogalewicz V.; Stochastické procesy, skriptum ČVUT Praha 1993

Barlow R.E., Proschan F.; Mathematical Theory of Reliability, SIAM 1996, ISBN 0-89871-369-2
Planned learning activities and teaching methods
Lectures, Tutorials, Project work
Assesment methods and criteria
Task TitleTask TypeMaximum Number of Points
(Act. for Subtasks)
Minimum Number of Points for Task Passing
Exercises evaluation and ExaminationCredit and Examination100 (100)51
        Exercises evaluationCredit40 20
        ExaminationExamination60 15