SubjectsSubjects(version: 878)
Course, academic year 2020/2021
  
Statistical Analysis - AM501001
Title: Statistical Analysis
Guaranteed by: Department of Economics and Management (837)
Actual: from 2020
Semester: winter
Points: winter s.:6
E-Credits: winter s.:6
Examination process: winter s.:
Hours per week, examination: winter s.:2/2 C+Ex [hours/week]
Capacity: unknown / unknown (unknown)
Min. number of students: unlimited
Language: English
Teaching methods: full-time
Level:  
For type: Master's (post-Bachelor)
Note: course can be enrolled in outside the study plan
enabled for web enrollment
Guarantor: Vozárová Pavla Ing. Mgr. Ph.D. M.A.
Interchangeability : M501001
This subject contains the following additional online materials
Literature
Last update: Botek Marek Mgr. Ing. Ph.D. (09.01.2020)

R: MENDENHALL, W.M, SINCICH, T.L. Statistics for Engineering and Sciences. 8th ed.. Taylor & Francis Inc., 2016.

A: WARNER, R.M. Applied Statistics. SAGE Publicatons Inc., 2012.

A: SALKIND, N.J. Excel Statistics. Sage Publications, 2015.

Requirements to the exam - Czech
Last update: Botek Marek Mgr. Ing. Ph.D. (22.01.2020)

Zápočet: aktivní účast na cvičeních, zpracování korespondenčních úkolů, závěrečné zápočtové písemné práce

Zkouška: písemná - část teoretická a část praktická

Syllabus
Last update: Botek Marek Mgr. Ing. Ph.D. (09.01.2020)

1. Repetition of Statistics 1. Descriptive statistics-characteristics. Basic probability distributing – discrete, continuous. Hypothesis testing - a basic parametric tests and non-parametric tests, conformance tests, the test for independence, verification tests, Kolmogorov-Smirnov-probability test, Shapiro-Wilk's test, etc.

2. Multivariate Statistics I. Analysis of Variance (Anova). Validating input assumptions for Anova. One factor Anova, two factor Anova, the triple classification. Tests of conformity of variances-Bartllett test, Cochran's test, Hartley test.

3. Multivariate Statistics II. Multiple comparisons for the analysis of variance. Tukeyuv test Scheffe´s method, Duncan's multiple range test. Non-parametric multivariate statistics. Kruskal-Wallis test, Friedman test. Multiple comparison with nonparametric matching tests.

4. Correlation analysis. Hypothesis testing about correlation coefficient. Confidence interval for correlation coefficient. The selection coefficient of partial correlation and multiple correlation. Tetrachoric correlation coefficient, the coefficient of biserial correlation.

5. Regression analysis I. The simple linear regression model, other types of linear regression models. Variability for simple linear regression. Confidence intervals for the parameters.

6. Regression analysis II. Evaluation of the quality of the simple linear regression model. Testing hypotheses about the values of the parameters of the regression line and functional values. Non-linear models, transforming to linear.

7. The multidimensional model of linear regression. Verification of the provided multicollinearity. Evaluation of the quality of a multidimensional linear regression model.

8. Violation of the fundamental assumptions of the linear regression model. Residual analysis. Tests for homoscedasticity. Autocorrelation.

9. Introduction to multivariate statistical methods. An overview of the methods. – The principle of the use of cluster analysis, clustering methods.

10. Introduction to time series. Description of the time series. Basic concepts.

11. Time series I. Basic characteristics of time series. Dynamic characteristics of time series and decomposition.

12. Time series (II). Basic characteristics of time series. Dynamic characteristics of time series and decomposition

13. Time series III. The search trend. An overview of the current trend of curves. Choosing the right model of the trend.

14. Time series IV. Moving averages. Time series smoothing.

Course completion requirements
Last update: Botek Marek Mgr. Ing. Ph.D. (11.02.2020)

ápočet: aktivní účast na cvičeních, zpracování korespondenčních úkolů, závěrečné zápočtové písemné práce

Zkouška: písemná - část teoretická a část praktická

 
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