Course: Probability and Statistics II

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Course title Probability and Statistics II
Course code MU/03143
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, Compulsory-optional
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
Lecturer(s)
  • KOČAN Zdeněk, doc. RNDr. Ph.D.
  • SEĎA Petr, Ing. PhD.
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
unspecified
Recommended literature
  • Anděl J. Statistické metody. MatFyzPress, Praha, 2007. ISBN 80-7378-001-1.
  • Anděl J. Základy matematické statistiky. MatFyzPress, Praha, 2007. ISBN 80-7378-003-8.
  • 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 Geometry and Global Analysis (1) Mathematics courses 1 Summer
Mathematical Institute in Opava Mathematical Analysis (1) Mathematics courses 1 Summer