Mathematical Statistics

• Course code: 101MTST
• Lecturer: doc. RNDr. Jana Nosková, Dr.
• Semester: Fall 2025
• Hours dotation: 2 + 1
• Credits: 3
• Course completion: A (Assessment), EX (Exam)

Annotation

Advanced methods of mathematical statistics, notions of probability, discrete and continuous random variables, multidimensional distributions and estimates of distribution parameters. Multidimensional regression and submodel testing. Different types of continuous distributions. Multidimensional distribution.

Content

Notion of probability.
Discrete random variables.
Continuous random variables.
Types of continuous distributions.
Continuous random vectors.
Multidimensional distributions. In particular multivariate normal distribution.
Estimates of distribution parameters.
Notion of hypothesis testing.
Specific hypotheses tests.
Linear regression.
Multidimensional regression.
Submodel testing.

References

1. Wasserman L.: All of Statistics. Springer, 2005. ISBN 0-387-40272-1.
2. Papoulis, A. - Pillai, S.U.: Probability, Random Variables and Stochastic Processes. McGraw-Hill Europe; 4th edition, 2002. ISBN 0-07-366011-6.
3. Hothorn, T. – Everitt, B. S.: Chapman & Hall/CRC Press, Boca Raton, Florida, USA, 3rd edition, 2014. ISBN 978-1-4822-0458-2.
4. Stowell, S.: Using R for Statistics. Springer, Berlin, 2014. ISBN 978-1484201404.