MD115 Robust and non-parametric methods I

Faculty of Science
Autumn 2008
Extent and Intensity
2/0. 2 credit(s) (plus 2 credits for an exam). Type of Completion: zk (examination).
Teacher(s)
prof. RNDr. Jana Jurečková, DrSc. (lecturer)
Guaranteed by
prof. RNDr. Ivanka Horová, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Timetable
Fri 11:00–14:50 M3,01023
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The course is devoted to the rank tests of statistical hypotheses. It concentrates on: (1) the rank tests of the hypothesis randomness against alternatives of two or more samples differing in locations, scales or more generally; (2) the paired tests of the significance of the difference of two treatments, or more generally the tests of the significance of the difference of several treatments under the block decomposition; (3) the tests of independence in a bivariate population, including their application in the analysis of an upward trend. All tests are illustrated on the practical problems with the real data. At the end of the course, the students would be able to apply the rank tests to the solution of the problems in the medicine, pharmacology, biology, techniques and economics.
Syllabus
  • Rank tests of statistical hypotheses: Two-sample tests of significance of difference of two populations (Wilcoxon, median, van der Waerden, Siegel-Tukey, quartile and Kolmogorov-Smirnov tests).
  • Paired (one-sample) tests of significance of difference of two populations (one-sample Wilcoxon test, sign test).
  • Tests of significance of difference of several populations: one-way layout (Kruskal-Wallis test); two-way layout under the block decomposition Friedman test).
  • Tests of independence in a bivariate population (Spearman, Kendall and quadrant tests), their application in the analysis of an upward trend.
  • Modification of tests under tied observations and their applications to categorized data.
Literature
  • Lehmann, Erich L. Nonparametrics: Statistical Methods Based on Ranks. 2. vyd. New York : Springer, 2006. 463 s. ISBN10:0-387-35212-0. info
Assessment methods
Oral exam, in which is the student also supposed to propose a solution of a practical problem. The course has a form of lectures, the presense of students is not obligatory
Language of instruction
Czech
Further comments (probably available only in Czech)
Study Materials
The course can also be completed outside the examination period.
The course is taught only once.
General note: Na podzim 2006 bude kurz zaměřen na odhady parametrů konečných populací a teorii statistického výběru.
The course is also listed under the following terms Autumn 2007 - for the purpose of the accreditation, Autumn 2007.
  • Enrolment Statistics (recent)
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