M8112 Multivariate statistical methods 2

Faculty of Science
Spring 2008
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 of Seminar Groups
M8112/01: Wed 15:00–16:50 N41, G. Wimmer
Prerequisites (in Czech)
Lineární statistické metody I, II základný kurz z teórie pravdepodobnosti a matematickej štatistiky
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
Multivariate normal distribution and its characteristics; auxiliary algebraic assertions; principal components; canonical correlations; factor analysis; discriminant analysis; Wishart distribution; Hotelling's distribution.
Syllabus (in Czech)
  • Mnohorozmerné normálne rozdelenie a jeho vlastnosti; pomocné tvrdenia z algebry; hlavné komponenty; kanonické korelácie; faktorová analýza; diskriminačná analýza; Wishartovo rozdelenie; Hotellingovo rozdelenie.
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
Language of instruction
Czech
Further Comments
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 2010, Spring 2012, spring 2012 - acreditation, Spring 2014, Spring 2016, spring 2018.
  • Enrolment Statistics (Spring 2008, recent)
  • Permalink: https://is.muni.cz/course/sci/spring2008/M8112