1. SylabUZ
2. Wydział Matematyki, Informatyki i Ekonometrii
3. semestr zimowy 2023/2024
4. Computer science and econometrics - pierwszego stopnia z tyt. licencjata
5. Mathematical Statistics - Laboratory

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Mathematical Statistics - Laboratory - opis przedmiotu

Cel przedmiotu

Aim of the course is to familiarize students with basics of statistical inference.

Wymagania wstępne

Zapisz zmiany

Probability theory.

Zakres tematyczny

1. An introduction to chosen statistical package.
2. Calculation of probabilities. Use of the central limit theorem and illustration of its effects.
3. Properties of some probability distributions. Calculation of critical values ​​and quantiles random variables.
4. Illustrate the impact of parameters of the normal distribution on sample.(simulations).
5. Illustrate the theorem onthe convergence of empirical distribution function.
6. Point estimation.
7. Confidence intervals for parameters of a normal distribution. Analysis ofthe impact of the confidence level and the size of the sample on length of confidence intervals.
8. Basics of statistical hypothesis verification: type 1 and type 2 error. Test power. Critical area and p-value.
9. Tests for the mean and the variance of a normal distribution. Use of confidence intervals for testing.
10. A goodness-of-fit tests.

Metody kształcenia

Application of a statistical package to solve problems with the use of appropriate theoretical tools.

Efekty uczenia się i metody weryfikacji osiągania efektów uczenia się

Opis efektu	Symbole efektów	Metody weryfikacji	Forma zajęć

Warunki zaliczenia

The grade for the laboratory is based on two tests with tasks of varying difficulty, allowing to determine the degree of mastery of statistical tools and the ability to draw correct conclusions based on the obtained analysis results.
The condition of a positive grade from laboratory is to obtain of at least 50% of the maximum sum of points from the written tests.

Literatura podstawowa

1. R. Larsen and M. Marx, An Introduction to Mathematical Statistics and Its Applications, 5th edition. Pearson, Boston 2012.

2. D. Wackerly, W.  Mendenhall  and R. Schaeffer, Mathematical Statistics with Applications, 7th edition, Brooks/Cole, Belmont, CA, 2008.

Literatura uzupełniająca

1.     J. Devore, Probability and Statistics for Engineering and the Sciences, Brooks/Cole, Cengage Learning 2009.

2.     P. Dalgaard, Introductory Statistics with R, Springer 2008.

Uwagi

Zmodyfikowane przez dr Ewa Synówka (ostatnia modyfikacja: 10-04-2024 20:34)