Course detail

Statistical Methods and Risk Analysis

FP-smarPAcad. year: 2025/2026

The course deals with basic ideas and methods of mathematical statistic: methods of analysis of multidimensional data files, methods of regression and correlation analysis, methods of regression analysis for description of a trend in time series, and characteristics of time series describing economic and social events, index analysis.

Language of instruction

Czech

Number of ECTS credits

5

Mode of study

Not applicable.

Guarantor

Mgr. Eva Michalíková, Ph.D.

Department

Institute of Informatics (ÚI)

Entry knowledge

Fundamentals of probability theory and fundamentals of mathematical statistics

(theory of probability: random events, classical probability, conditional probability;

discret and continuous random variables: distribution function, density, Binomical and Poisson distribution, normal distribution;

estimation of confidence interval , hypothesis testing)

Rules for evaluation and completion of the course

Credit processing of the assigned problem and presentation in class and/or credit tests during the semester To pass the credit, you need at least half of the points gained from the presentation and/or from the credit tests Exam: end-of-semester test (100 points) the minimum point requirement for the exam is 50 points Grades and corresponding points: A (100-90), B (89-80), C (79-70), D (69-60), E (59-50), F (49-0) Attendance at the lectures is not compulsory, but is recommended. Participation in the exercises is not mandatory, but is recommended. Lectures and exercises will be interspersed.

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.
Students will be made familiar with the methods of mathematical statistics, methods of analysis of multidimensional data files, methods of regression and correlation analysis, methods of analysis of time series analysis and methods of index 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.

Study aids

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

KROPÁČ, J. Statistika B. 3. vyd. CERM, Brno: FP VUT, 2012. ISBN 978-80-7204-822-9. (CS)
SEGER, J. aj. Statistické metody v tržním hospodářství. 1. vyd. Praha: Victoria Publishing, 1995. ISBN 80-7187-058.7. (CS)

Recommended reading

HINDLS, R. aj. Analýza dat v manažerském rozhodování. Praha: Grada Publishing, 1999. ISBN 80-7169-255-7. (CS)
KROPÁČ, J. Statistika. 5. vyd. CERM, Brno: 2013. ISBN 978-80-7204-835-9. (CS)
WONNACOT, T.H. aj. Statistika pro obchod a hospodářství. 1. vyd. Praha: Victoria Publishing, 1995. ISBN 80-85605-09-0. (CS)

Classification of course in study plans

  • Programme BAK-EP Bachelor's 3 year of study, winter semester, compulsory-optional
  • Programme BAK-UAD Bachelor's 3 year of study, winter semester, compulsory-optional

Type of course unit

 

Lecture

26 hod., optionally

Teacher / Lecturer

Mgr. Eva Michalíková, Ph.D.

Exercise

13 hod., compulsory

Teacher / Lecturer

Mgr. Eva Michalíková, Ph.D.