Subjects

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Bayesian Methods - NSTP021

Title:	Bayesovské metody
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	winter
E-Credits:	3
Hours per week, examination:	winter s.:2/0, Ex []
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	cancelled
Language:	Czech
Teaching methods:	full-time

Guarantor:	prof. RNDr. Marie Hušková, DrSc. doc. RNDr. Zdeněk Hlávka, Ph.D. prof. RNDr. Arnošt Komárek, Ph.D.
Class:	DS, pravděpodobnost a matematická statistika DS, ekonometrie a operační výzkum
Classification:	Mathematics > Probability and Statistics
Interchangeability :	NMST431
Is co-requisite for:	NSTP183

Annotation -

Prior and posterior distributions, conjugate families, Bayesian test and estimators, applications.

Last update: G_M (27.05.2009)

Aim of the course -

Basic principles of Bayesian approach to statistical problems

Last update: T_KPMS (22.05.2008)

Literature - Czech

Hušková M.: Bayesovské metody, UK Praha, skripta, 1985

Pázman, A.: Bayesovská štatistika, UK Bratislava, skripta, 2003.

Robert, C.P.: The Bayesian choice, Springer, 2001.

Last update: T_KPMS (19.05.2006)

Teaching methods -

Lecture.

Last update: G_M (27.05.2008)

Syllabus -

Prior and posterior distributions, conjugate families, Bayesian test and estimators, applications.

Last update: T_KPMS (19.05.2006)