Course: Probability and Statistics II

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Course title Probability and Statistics II
Course code MU/03043
Organizational form of instruction Lecture + Lesson
Level of course Master
Year of study not specified
Semester Summer
Number of ECTS credits 6
Language of instruction Czech
Status of course Compulsory
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Course availability The course is available to visiting students
  • KOČAN Zdeněk, doc. RNDr. Ph.D.
  • SEĎA Petr, Ing. Ph.D.
Course content
Measurement of dependency of statistical variables. Test of independence in contingency tables. Contingency coefficients. Regression and correlation analysis Linear and non-linear regression. Regression with multiple parameters. Analysis of variance (ANOVA) with a single or multiple factors. Factor analysis Explorative factor analysis, principal component analysis (PCA). Confirmative analysis. Principal factor analysis. Cluster analysis Non-hierarchical, hierarchical clustering Time series analysis Transformation of uneven time series. Moving averages. Time series decomposition. Linear prediction. AR(p), MA(q) a ARMA(p,q) models.

Learning activities and teaching methods
Recommended literature
  • Anděl J. Statistické metody. MatFyzPress, Praha, 2007. ISBN 80-7378-001-1.
  • ANDĚL, J. Základy matematické statistiky. Praha : Matfyzpress, 2011. ISBN 978-80-7378-162-0.
  • BROCKWELL. Peter J. a Richard A. DAVIS. Time Series: Theory and Methods.. Springer, 2nd ed., 2009. ISBN 978-1441903198.
  • F. S. Hilier, G. J. Lieberman. Introduction to stochastic models in operations reseach. McGraw Hill, 1990.
  • HENDL, Jan. Přehled statistických metod zpracování dat.. Praha: Portál., 2004. ISBN 80-7178-820-1.
  • J. Likeš, J. Machek. Matematická statistika. Praha, 1983.
  • J. Likeš, J. Machek. Počet pravděpodobnosti. Praha, 1982.
  • MELOUN, Milan a Jiří MILITKÝ. Kompendium statistického zpracování dat: metody a řešené úlohy.. Academia, Praha., 2006. ISBN 80-200-1396-2.
  • Riečanová a kol. Numerické metody a matematická štatistika. Alfa, Bratislava., 1987. ISBN 063-559-87.
  • RUBLÍKOVÁ, Eva. Analýza časových radov.. Bratislava: Iura Edition - Ekonomická univerzita., 2007. ISBN 978-80-8078-139-2.
  • ŘEZANKOVÁ, H., HÚSEK, D. a SNÁŠEL, V. Shluková nalýza dat.. Professional Publishing Praha., 2007. ISBN 978-80-86946-26-9.

Study plans that include the course
Faculty Study plan (Version) Branch of study Category Recommended year of study Recommended semester
Mathematical Institute in Opava Mathematical Analysis (1-IVT) Mathematics courses 4 Summer