Course detail
Statistical Methods and Risk Analysis
FP-smarPAcad. year: 2017/2018
The course deals with basic ideas and methods of mathematical statistics, methods of regression analysis for description of a trend in time series, and characteristics of time series describing economic and social events.
Language of instruction
Number of ECTS credits
Mode of study
Guarantor
Department
Learning outcomes of the course unit
Prerequisites
Co-requisites
Planned learning activities and teaching methods
Assesment methods and criteria linked to learning outcomes
- participation in seminars,
- submitting answers to theoretical questions,
- submitting answers to elaboration calculating projects.
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 to calculating projects elaboration,
- points achieved by solving examples,
- points achieved by answering 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
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, season component in a time series.
Work placements
Aims
Specification of controlled education, way of implementation and compensation for absences
Recommended optional programme components
Prerequisites and corequisites
Basic literature
SEGER, J. aj. Statistické metody v tržním hospodářství. 1. vyd. Praha: Victoria Publishing, 1995. ISBN 80-7187-058.7. (CS)
Recommended reading
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
Type of course unit
Lecture
Teacher / Lecturer
Syllabus
- Methods of descriptive statistics of a univaried data.
- Parameter and interval estimations.
- Tests of statistical hypothesis.
- The methods of descriptive statistics of a bivaried data.
- Models of regresssion analysis.
- Time series and their characteristics.
The topics of exercise correspond to the topics delt with the lectures.