F7270 Mathematical methods for numerical data analysis

Faculty of Science
Spring 2017
Extent and Intensity
2/1/0. 3 credit(s) (plus extra credits for completion). Type of Completion: graded credit.
Teacher(s)
Mgr. Filip Münz, PhD. (lecturer)
Mgr. Filip Münz, PhD. (seminar tutor)
Guaranteed by
prof. RNDr. Josef Humlíček, CSc.
Department of Condensed Matter Physics – Physics Section – Faculty of Science
Contact Person: Mgr. Filip Münz, PhD.
Supplier department: Department of Condensed Matter Physics – Physics Section – Faculty of Science
Timetable
Mon 20. 2. to Mon 22. 5. Mon 8:00–8:50 Fs1 6/1017, Wed 13:00–14:50 F2 6/2012
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 goal of this course is to provide the students with the ability to
- list and explain basic procedures in the probability theory and mathematical statistics
- apply the knowledge in the case of experimental data treatment, particularly in scope of stating and testing the hypotheses.
Learning outcomes
Student should be able upon finishing this course to:
- describe a random variable (RV) with several characteristics;
- give properties of a combination of RVs (average, maximum);
- name several discrete and continuous distributions of RVs, roughly characterize them and bring them into the context of experimental practice;
- specify basic properties of a good statistic estimate;
- use a maximum likelihood method for an estimate of a specific parameter;
- apply a linear model to a chosen problem;
- conduct a hypothesis test of a match between experimental and theoretical distribution
Syllabus
  • Probability, random variables. Random vector, statistical dependence. Central limit theorem. Multidimensional normal distribution. Standard probability distributions and their relationships. Statistical estimates, maximum likelihood, least squares. Position of an unknown symmetrical distribution. Linear model for multiple unknowns. Nonlinear model, numerical minimization. Statistical tests, Pearson and Kolmogorov method.
Literature
    recommended literature
  • Statistical methods in experimental physics. Edited by Frederick E. James. 2nd ed. Hackensack, N.J.: World Scientific, 2006, xviii, 345. ISBN 9789812705273. info
  • MARTIN, B. R. Statistics for physical sciences : an introduction. 1st ed. Boston: Academic Press, 2012, x, 302. ISBN 9780123877604. info
  • HUMLÍČEK, Josef. Statistické zpracování výsledků měření. 1. vyd. Brno: Rektorát UJEP, 1984, 101 s. info
  • EADIE, W. T. Statističeskije metody v eksperimental'noj fizike. Moskva: Atomizdat, 1976, 334 s. info
  • BARLOW, Roger. Statistics : a guide to the use of statistical methods in the physical sciences. Chichester: John Wiley & Sons, 1989, xv, 204. ISBN 0471922943. info
  • COWAN, Glen. Statistical data analysis. Oxford: Clarendon Press, 1998, xi, 197 s. ISBN 0-19-850155-2. info
  • ANDĚL, Jiří. Základy matematické statistiky. 2., opr. vyd. Praha: Matfyzpress, 2007, 358 s. ISBN 9788073780012. info
    not specified
  • BRANDT, Siegmund. Data analysis : statistical and computational methods for scientists and engineers. Translated by Glen Cowan. 3rd ed. New York: Springer-Verlag, 1998, xxxiv, 652. ISBN 0387984984. info
Teaching methods
lectures, seminars, data analysis as a homework
Assessment methods
Final project evaluating computer-generated data: estimates, identification of outliers, testing data distribution, evaluation of indirect measurements, statistical dependence of retrieved parameters.
Language of instruction
Czech
Follow-Up Courses
Further Comments
Study Materials
The course can also be completed outside the examination period.
The course is taught annually.
Teacher's information
http://nymeria.physics.muni.cz/face/praxis/fdoc/mmzm/
The course is also listed under the following terms Autumn 2007 - for the purpose of the accreditation, Autumn 1999, Autumn 2010 - only for the accreditation, Autumn 2000, Autumn 2001, Autumn 2002, Autumn 2003, Autumn 2004, Autumn 2005, Autumn 2006, Autumn 2007, Autumn 2008, Autumn 2009, Autumn 2010, Autumn 2011, Autumn 2011 - acreditation, spring 2012 - acreditation, Autumn 2012, Spring 2014, Spring 2015, Spring 2016, spring 2018, Spring 2019, Spring 2020, Spring 2021, Spring 2022, Spring 2023, Spring 2024, Spring 2025.
  • Enrolment Statistics (Spring 2017, recent)
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