Course detail

Statistical Methods and Risk Analysis

FP-smarPAcad. year: 2026/2027

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

Assignment to study programme types

Bachelor's

Mode of study

Not applicable.

Guarantor

Mgr. Eva Michalíková, Ph.D.

Department

Department of Quantitative Engineering (ÚKI)

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

Test during the semester (minimum score requirement is 25 points out of 50)

Exam:

Test at the end of the semester (minimum score requirement is 25 points out of 50)

Grades are based on the points earned in the credit test + the exam test:
A (100-90), B (89-80), C (79-70), D (69-60), E (59-50), F (49-0)

Lecture attendance is not mandatory, but recommended. Seminar attendance is not mandatory, but recommended. Lectures and seminars 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)