470-4406/02 – Selected Topics in Probability and Statistics (VPPS)

Gurantor departmentDepartment of Applied MathematicsCredits4
Subject guarantorIng. Jan Kracík, Ph.D.Subject version guarantorIng. Jan Kracík, Ph.D.
Study levelundergraduate or graduateRequirementOptional
Year2Semesterwinter
Study languageEnglish
Year of introduction2015/2016Year of cancellation
Intended for the facultiesFEIIntended for study typesFollow-up Master
Instruction secured by
LoginNameTuitorTeacher giving lectures
KRA0220 Ing. Jan Kracík, Ph.D.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Credit and Examination 2+2
Combined Credit and Examination 10+10

Subject aims expressed by acquired skills and competences

Students will learn about selected advanced statistical methods applicable in an engineering practice.

Teaching methods

Lectures
Tutorials

Summary

The first half of the course contains an introduction to the Bayesian statistics and Monte Carlo methods. The second half is devoted to the regression and time series analysis.

Compulsory literature:

Kruschke, John. Doing Bayesian data analysis: A tutorial introduction with R. Academic Press, 2010. ISBN 978-0123814852 Cox, David Roxbee, David Victor Hinkley. Theoretical statistics. CRC Press, 1979. ISBN 978-0412161605 Chatfield, Chris. The analysis of time series: an introduction. CRC press, 2013. ISBN 978-1584883173

Recommended literature:

Schervish, Mark J. Theory of statistics. Springer, 1995. ISBN 978-1461242505 Crawley, Michael J. The R book. John Wiley & Sons, 2012. ISBN 978-0470973929

Way of continuous check of knowledge in the course of semester

Students will prepare a homework and pass a test.

E-learning

Další požadavky na studenta

active participation in tutorials

Prerequisities

Subject codeAbbreviationTitleRequirement
470-2403 UPS Introduction to Probability and Statistics Recommended

Co-requisities

Subject has no co-requisities.

Subject syllabus:

Random vector, random field, conditional probability, independence, conditional independence Bayes theorem, introduction to Bayesian theory, prior and posterior probability distribution Generating random numbers, elementary Monte Carlo methods, Monte Carlo simulations Application of Monte Carlo methods in Bayesian statistics Regression analysis (simple linear regression, multivariate linear regression, generalized linear models), model selection criteria, Bayesian approach to regression analysis Stochastic process (basic definitions and notions), numerical characteristics, examples of stochastic processes Introduction to time series analysis

Conditions for subject completion

Full-time form (validity from: 2015/2016 Winter semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Credit and Examination Credit and Examination 100 (100) 51
        Credit Credit 30  10
        Examination Examination 70  21
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.FormStudy language Tut. centreYearWSType of duty
2019/2020 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology P English Ostrava 2 Optional study plan
2019/2020 (N2647) Information and Communication Technology (2612T059) Mobile Technology P English Ostrava 2 Optional study plan
2019/2020 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology K English Ostrava 2 Optional study plan
2019/2020 (N2647) Information and Communication Technology (2612T059) Mobile Technology K English Ostrava 2 Optional study plan
2018/2019 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology P English Ostrava 2 Optional study plan
2018/2019 (N2647) Information and Communication Technology (2612T059) Mobile Technology P English Ostrava 2 Optional study plan
2018/2019 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology K English Ostrava 2 Optional study plan
2018/2019 (N2647) Information and Communication Technology (2612T059) Mobile Technology K English Ostrava 2 Optional study plan
2017/2018 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology P English Ostrava 2 Optional study plan
2017/2018 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology K English Ostrava 2 Optional study plan
2017/2018 (N2647) Information and Communication Technology (2612T059) Mobile Technology P English Ostrava 2 Optional study plan
2017/2018 (N2647) Information and Communication Technology (2612T059) Mobile Technology K English Ostrava 2 Optional study plan
2016/2017 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology P English Ostrava 2 Optional study plan
2016/2017 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology K English Ostrava 2 Optional study plan
2016/2017 (N2647) Information and Communication Technology (2612T059) Mobile Technology P English Ostrava 2 Optional study plan
2016/2017 (N2647) Information and Communication Technology (2612T059) Mobile Technology K English Ostrava 2 Optional study plan
2015/2016 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology P English Ostrava 2 Optional study plan
2015/2016 (N2647) Information and Communication Technology (2601T013) Telecommunication Technology K English Ostrava 2 Optional study plan
2015/2016 (N2647) Information and Communication Technology (2612T059) Mobile Technology P English Ostrava 2 Optional study plan
2015/2016 (N2647) Information and Communication Technology (2612T059) Mobile Technology K English Ostrava 2 Optional study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner