M8112 Multivariate statistical methods 2

Faculty of Science
Spring 2008 - for the purpose of the accreditation
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
Contact Person: prof. RNDr. Gejza Wimmer, DrSc.
Prerequisites (in Czech)
Lineární statistické metody I, II základný kurz z teórie pravdepodobnosti a matematickej štatistiky (pre študentov, ktorí neabsolvovali prednášku Lineární statistické metody I, II)
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 taught: every week.
The course is also listed under the following terms Spring 2004, Spring 2006, Spring 2008, Spring 2010, Spring 2012, spring 2012 - acreditation, Spring 2014, Spring 2016, spring 2018.