M8112 Multivariate statistical methods 2

Faculty of Science
spring 2012 - acreditation

The information about the term spring 2012 - acreditation is not made public

Extent and Intensity
0/2. 2 credit(s) (příf plus uk k 1 zk 2 plus 1 > 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
Supplier department: Department of Mathematics and Statistics – Departments – Faculty of Science
Prerequisites
Linear statstical methods I, II basic course of probability theory and mathematical statistics (for students not assoiling lectures Linear statistical methods 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. To master the basic multivariate statistical procedures, understand them theoretically and to apply them.
Syllabus
  • Multivariate normal distribution and its characteristics; auxiliary algebraic assertions; principal components; canonical correlations; factor analysis; discriminant analysis; Wishart distribution; Hotelling's distribution.
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. Vyd. 1. 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
The course is taught once in two years.
The course is taught every week.
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2004, Spring 2006, Spring 2008, Spring 2010, Spring 2012, Spring 2014, Spring 2016, spring 2018.