M4122 Probability and Statistics II

Faculty of Science
Spring 2011
Extent and Intensity
2/2/0. 4 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: zk (examination).
Teacher(s)
RNDr. Marie Forbelská, Ph.D. (lecturer)
Mgr. Jakub Čupera (seminar tutor)
Mgr. Lenka Křivánková (seminar tutor)
Supervisor
prof. RNDr. Gejza Wimmer, DrSc.
Department of Mathematics and Statistics - Departments - Faculty of Science
Timetable
Mon 12:00–13:50 M1,01017
  • Timetable of Seminar Groups:
M4122/01 Thu 14:00–15:50 M2,01021, L. Křivánková
M4122/02 Thu 16:00–17:50 M1,01017, L. Křivánková
M4122/03 Thu 16:00–17:50 M2,01021, J. Čupera
M4122/04 Thu 12:00–13:50 M4,01024, J. Čupera
Prerequisites
M3121 Probability and Statistics I
Differential and integral calculus of functions of n real variables. Basic knowledge of linear algebra.
Course Enrollment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
Fields of study the course is directly associated with
Course objectives
The basic course of probability and mathematical statistics and introductory course for other theoretically oriented and applied stochastic subjects. The content of the course is an introduction to mathematical statistics, theory of estimation and the principle of statistical hypotheses testing. The course is oriented to random samples from normal distributions. As a result of successfully completing this course, students will have demonstrated an acceptable level of mastery of the concepts and applications of an introductory course in statistics.
Syllabus
  • Random samples: definition and sample characteristics, unbiased and consistent estimators, samples from normal populatins, examples of point and interval estimators. Theory of estimation: the best unbiased estimators, efficient estimators, methods for construction of point estimators (maximum likelihood method, moment method, quantiles and methods for interval estimation. Statistical hypotheses testing: basic concepts, Neyman-Pearson lemma, tests on parameters of normal distributions
Literature
  • Hogg, R.V. and Craig, A.T. Introduction to mathematical statistics. Macmillan Publishing. New York. Fourth editionn. 1978
  • MICHÁLEK, Jaroslav. Úvod do teorie pravděpodobnosti a matematické statistiky. 1. vyd. Praha: Státní pedagogické nakladatelství, 1984. 204 s. info
  • Stuart, A., Ord, K. and Arnold, S. Kendall's Advanced theory of statistics. Vol.1,2A, Arnold, London,1999
  • Dupač, V. a Hušková, M.: Pravděpodobnost a matematická statistika. Karolinum. Praha 1999.
Teaching methods
Lectures: theoretical explanation with practical examples Exercises: solving problems for acquirement basic concepts, solving theoretical problems, solving simpler tasks and also complicated problems, homeworks
Assessment methods
Lectures and exercises. Active work in exercises. Two written tests within the semester. Examination consists of two parts: written and oral.
Follow-Up Courses
Further comments (probably available only in Czech)
Study Materials
The course is taught annually.
Listed among pre-requisites of other courses
Teacher's information
K úspěšnému ukončení předmětu je potřeba porozumět základním pojmům vyložené teorie, znalost definic, vět a základních důkazů, umět řešit typické úlohy vyložené teorie. Písemná část zkoušky je zejména orientována na ověření, zda student je schopen samostatně řešit jednotlivé pravděpodobnostní úlohy, které vycházejí z vyložené teorie. Cílem ústní časti zkoušky je prověřit, zda student vyložené teorii porozuměl a umí ji aplikovat.
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2011 - only for the accreditation, Spring 2003, Spring 2004, Spring 2005, Spring 2006, Spring 2007, Spring 2008, Spring 2009, Spring 2010, spring 2012, spring 2012 - acreditation, spring 2013, spring 2014.
  • Enrollment Statistics (Spring 2011, recent)
  • Permalink: https://is.muni.cz/course/sci/spring2011/M4122

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