M8112 Multivariate statistical methods 2

Faculty of Science
Spring 2010
Extent and Intensity
0/2. 2 credit(s) (fasci plus compl plus > 4). Recommended Type of Completion: z (credit). Other types of completion: k (colloquium).
Teacher(s)
prof. RNDr. Gejza Wimmer, DrSc. (lecturer)
Guaranteed by
prof. RNDr. Gejza Wimmer, DrSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Timetable
Wed 15:00–16:50 M3,01023
Prerequisites
Linear statistical models I, II basic course of probability theory and mathematical statistics (for students not absolving lectures Linear statistical models I, II)
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
Master the basic multivariate statistical methods - multivariate regression model and multivariate analysis of variance. Understanding the methods and their applications.
Syllabus
  • Distribution of quadratic forms; Wishart distribution; Hotelling distribution; maximum likelihood method and likelihood ratio test; linear model and least squares method; multivariate regression analysis; multivariate analysis of variance. To master the basic multivariate statistical procedures, understand them theoretically and to apply them.
Literature
  • LAMOŠ, František and Rastislav POTOCKÝ. Pravdepodobnosť a matematická štatistika :štatistické analýzy. 1. vyd. Bratislava: Alfa, vydavateľstvo technickej a ekonomickej literatúry, 1989, 342 s. ISBN 80-05-00115-0. info
  • ANDĚL, Jiří. Matematická statistika. Praha: SNTL - Nakladatelství technické literatury, 1985. info
  • RAO, C. Radhakrishna. Lineární metody statistické indukce a jejich aplikace. Translated by Josef Machek. 1. vyd. Praha: Academia, 1978, 666 s. URL info
Teaching methods
seminars, solving individual problems, presentation of a studied topic
Assessment methods
presentation of a self studied topic
Language of instruction
Czech
Further Comments
Study Materials
The course is taught once in two years.
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2004, Spring 2006, Spring 2008, Spring 2012, spring 2012 - acreditation, Spring 2014, Spring 2016, spring 2018.
  • Enrolment Statistics (Spring 2010, recent)
  • Permalink: https://is.muni.cz/course/sci/spring2010/M8112