151-0588/01 – Probability and Statistics B (PaStB)
Gurantor department | Department of Mathematical Methods in Economics | Credits | 4 |
Subject guarantor | RNDr. Matěj Turčan, Ph.D. | Subject version guarantor | RNDr. Matěj Turčan, Ph.D. |
Study level | undergraduate or graduate | Requirement | Compulsory |
Year | 2 | Semester | summer |
| | Study language | Czech |
Year of introduction | 1992/1993 | Year of cancellation | 2009/2010 |
Intended for the faculties | EKF | Intended for study types | Master |
Subject aims expressed by acquired skills and competences
Teaching methods
Summary
The course Probability and Statictics B deals with the basic problems of
descriptive statistics, methods of statistical inference, regression and
correlation analysis and time series analysis for one- or multi-dimensional
statistical set of data. It gives the base for ability to do some statistical
explorations and then make some simple consequences for the whole population.
It could be used in Economics especially for market research, product
planning,
quality control, forecasting, personal management and so on.
Compulsory literature:
Recommended literature:
Way of continuous check of knowledge in the course of semester
E-learning
Other requirements
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
1. Descriptive measures for one dimensional statistical set of data.
2. Grouping a large set of data. Exploratory data analysis.
3. Sampling theory (population, random sample, sample statistics).
4. Estimation theory (point estimates, interval estimates).
5. Tests of hypotheses. One sample parametric tests.
6. Two samples parametric tests. Nonparametric tests.
7. Small set of values of two variables.
8. Large set of values of two variables (matrix of frequencies).
9. Spearman rank correlation coefficient. Contingency table.
10. Analysis of variance.
11. Regression and correlation analysis. Simple linear regression. Correlation
and determination coefficients.
12. Simple nonlinear regression. Multiple regression (linear and nonlinear).
Generalized correlation and determination coefficients.
13. Time series analysis .
14. Time series descriptive measures.
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
Předmět neobsahuje žádné hodnocení.