Course detail

Statistical Methods and Risk Analysis

FP-SMAcad. year: 2011/2012

UNIVARIATE SAMPLE DATA: Univariate sample data with quantitative variable, empirical characteristics and distribution laws, sample data with qualitative variable, point and interval estimation parameters of population, testing statistical hypothesis, goodness-of-fit tests.
BIVARIATE SAMPLE DATA: Bivariate sample data with two quantitative variables, empirical characteristics, interval estimation for correlation coefficient, test of independence two quantitative variables, bivariate sample data with qualitative variables, test of independence two qualitative variables.
REGRESSION ANALYSIS: Least-squares method, regression line, general regression model, special regression function.
TIME SERIES: Characteristics of time series, decomposition of time series, finding of trend in a time series, gliding mean method, seson component in a time series.

Language of instruction

Czech

Number of ECTS credits

5

Mode of study

Not applicable.

Guarantor

doc. RNDr. Jiří Kropáč, CSc.

Department

Institute of Informatics (ÚI)

Learning outcomes of the course unit

Students will be made familiar with the methods of mathematical statistics, regression analysis and time series analysis and will learn how to use the respective methods when solving economic problems. After completion of this course students will be prepared to use these methods in economic courses.

Prerequisites

Fundamentals of probability theory.

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Teaching methods depend on the type of course unit as specified in the article 7 of BUT Rules for Studies and Examinations.

Assesment methods and criteria linked to learning outcomes

COURSE-UNIT CREDIT: The course-unit credit is awarded on the following conditions:
- participation in seminars,
- submitting theoretical questions and calculation projects solved on computer.

EXAM: The exam has a written form.
In the first part of the exam student solves 4 examples within 80 minutes. (It is allowed to use recomended literature.)
In the second part of the exam student works out answers to 3 theoretical questions within 15 minutes.
The mark, which corresponds to the total sum of points achieved (max 100 points), consists of:
- points achieved in control tests,
- points achieved by submitting theoretical questions elaboration, and points achieved by submitting calculation projects on computer,
- points achieved by solving examples,
- points achieved by answerimg theoretical questions.
The grades and corresponding points:
A (100-90), B (89-83), C (82-76), D (75-69), E (68-60), F (59-0).

Course curriculum

Not applicable.

Work placements

Not applicable.

Aims

The objective of the course is to make students familiar with the fundamental ideas and methods used by these mathematical disciplines which enable students to apply this knowledge when solving problems related to the economic areas where these methods are used.

Specification of controlled education, way of implementation and compensation for absences

Attendance at lectures is not compulsory but is recommended. Attendance at exercises is required and checked by the tutor. An excused absence of a student from seminars can be compensated for by submitting solution of alternate exercises.

Recommended optional programme components

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

KROPÁČ, J. Statistika B. 2. vyd. Brno : FP VUT, 2009. ISBN 978-80-214-3295-6. (CS)
SEGER, J., HINDLS, R. Statistické metody v tržním hospodářství. Praha : Victoria Publishing, 1995. ISBN 80-7187-058-7. (CS)

Recommended reading

CIPRA, T. Analýza časových řad s aplikacemi v ekonomii. Praha : SNTL/ALFA,1986. 04-012-86 (CS)
HINDLS, R. aj.: Analýza dat v manažerském rozhodování. Praha : Grada Publishing, 1999. ISBN 80-7169-255-7. (CS)
WONNACOT, T. H., WONNACOT, R. J. Statistika pro obchod a hospodářství. Praha : Victoria Publishing, 1993. ISBN 80-85605-09-0 (CS)

Classification of course in study plans

  • Programme BAK Bachelor's

    branch BAK-DP , 2 year of study, summer semester, compulsory

Type of course unit

 

Lecture

26 hod., optionally

Teacher / Lecturer

Ing. Karel Doubravský, Ph.D.

Syllabus

Topics of lectures are the following:
- Methods of descriptive statistics of univaried data.
- Parameter and interval estimations.
- Tests of statistical hypothesis.
- Tests of statistical hypothesis.
- The methods of descriptive statistics of a bivaried data.
- Methods regression analysis.
- Time series and their characteristics.

Exercise

26 hod., compulsory

Teacher / Lecturer

Ing. Karel Doubravský, Ph.D.

Syllabus

The topics of exercises correspond to the topics dealt with in lectures.