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The lecture represents an introduction to mathematical statistics. It is demonstrated how probability theory,
measure theory and matrix theory are used in statitics. Normal distribution is mentioned with his fundamental role
in construction of statistical procedures.
Last update: T_KPMS (25.04.2008)
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The students will be familiar with theoretical methods of mathematical statistics. They will be able to understand the core of statistical procedures presented in other statistical courses. Last update: T_KPMS (15.05.2008)
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Anděl J.: Matematická statistika, SNTL/ALFA, Praha 1978
Anděl J.: Statistické metody. Matfyzpress, Praha 1993
Anděl, J.: Základy matematické statistiky. Matfyzpress, Praha 2005 Last update: T_KPMS (18.04.2008)
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Lecture. Last update: G_M (27.05.2008)
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Random variables and vectors. Random sample. Theory of linear regression and correlation. Transformations of random variables. Conditional densities. Normal, chi-square, t and F distributions and their applications. Linear regression model. Sample correlation coefficients.
Last update: T_KPMS (25.04.2008)
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