Course: Probability and Statistics II

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Course title Probability and Statistics II
Course code UMKM/KPAS2
Organizational form of instruction Lecture + Lesson
Level of course Bachelor
Year of study 2
Semester Summer
Number of ECTS credits 5
Language of instruction Czech
Status of course Compulsory
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Heckenbergerová Jana, Mgr. Ph.D.
  • Linda Bohdan, doc. RNDr. CSc.
  • Zapletal David, Mgr. Ph.D.
  • Brebera David, Mgr.
  • Seinerová Kateřina, Ing.
Course content
Random sample and its classification, sample characteristics, quantiles. Empirical probability distribution Parameters estimation, point estimates, method of moments, method of maximal likelihood. Probability distribution of some sample characteristics. Confidence intervals for expected value and for variance. Hypothesis testing, significance testing for expected values and for variance. Good fitness test, Chi square test. Kolmogorov-Smirnov test, Lilliefors test. Nonparametric tests, sign test, Wilcoxon's test, outlier test, independence test and other. Regression analysis, linear regression, least squares method. Linear regression model for the function y = a+bf(x). Correlation analysis, Pearson´s and Spearman's correlation coefficient. Time series, its analysis - basic approaches, decomposition of time series. Time series smoothing, running averages, interlacing of functions. Economic statistics. Indices - basic and chained. Simple and compound individual indices, total indices.

Learning activities and teaching methods
Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming), Work with text (with textbook, with book)
Learning outcomes
The aim of the course is to acquaint the students with statistical principles in order to apply it in the majority of economic and administrative courses as well as in real situations.
Student will be able to apply statistical methods at solution of the practical problems and in real situations.
Prerequisites
Prerequisite for successful mastering of this subject is knowledge of mathematics and probability theory within the range taught at universities.
UMKM/KPAS1

Assessment methods and criteria
Oral examination, Written examination, Student performance assessment

Assignment-completion of all given tasks and assignmet test
Recommended literature
  • Anděl,J. Matematická statistika. SNTL Praha, 1978.
  • Hebák,P., Bílková,D., Svobodová,A. Praktikum k výuce matematické statistiky II: Testování hypotéz.
  • Hindls, R.,Hronová, S.,Seger, J. Statistika pro ekonomy. Praha, 2002.
  • Kahounová,J. Praktikum k výuce matematické statistiky I: Odhady.
  • Kubanová,J. Matematická statistika.
  • Kubanová,J. Statistické metody pro ekonomickou a technickou praxi,. Statis Bratislava, 2004. ISBN 80-85659-379.
  • Linda, Bohdan. Pravděpodobnost. Pardubice: Univerzita Pardubice, 2010. ISBN 978-80-7395-303-4.
  • Linda,B.-Kubanová,J. Kritické hodnoty a kvantily vybraných rozdělení pravděpodobnosti. Univerzita Pardubice, 2006. ISBN 80-7194-852-7.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester
Faculty: Faculty of Economics and Administration Study plan (Version): Information and Security Systems (2015) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer
Faculty: Faculty of Economics and Administration Study plan (Version): Information and Security Systems (2014) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer
Faculty: Faculty of Economics and Administration Study plan (Version): Informatics in Public Administration (2015) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer
Faculty: Faculty of Economics and Administration Study plan (Version): Informatics in Public Administration (2014) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer
Faculty: Faculty of Economics and Administration Study plan (Version): Regional and Information Management (2015) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer
Faculty: Faculty of Economics and Administration Study plan (Version): Regional and Information Management (2013) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer
Faculty: Faculty of Economics and Administration Study plan (Version): Informatics in Public Administration (2013) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer
Faculty: Faculty of Economics and Administration Study plan (Version): Information and Security Systems (2013) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer
Faculty: Faculty of Economics and Administration Study plan (Version): Regional and Information Management (2014) Category: Economy 2 Recommended year of study:2, Recommended semester: Summer