M8112 Multivariate statistical methods 2

Faculty of Science
spring 2018
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
Timetable of Seminar Groups
M8112/01: Tue 12:00–13:50 M6,01011, G. Wimmer
Prerequisites
Linear statstical methods I, II, basic course of probability theory and mathematical statistics (for students not attending lectures Linear statistical methods I, II)
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
Student will be familiar with the basic statistical distributions arising in multivariate statistical analysis, with the basic multivariate regression model, with testing the hypothesis in the multivariate regression model, with confidence intervals for parameters in multivariate regression model. Student will master the basic multivariate statistical procedures, understand them theoretically and to apply them.
Syllabus
  • Distribution of quadratic forms; Wishart distribution; Hotelling distribution; other distributions that occur in multivariate statistical analysis; maximum likelihood method; multivariate regression analysis; multivariate analysis of variance.
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
attendance at the seminars, presentation of a self studied topic
Language of instruction
Czech
Further Comments
Study Materials
The course is taught once in two years.
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 2012 - acreditation, Spring 2014, Spring 2016.
  • Enrolment Statistics (recent)
  • Permalink: https://is.muni.cz/course/sci/spring2018/M8112