Description:

Multivariate normal distribution. Principal component analysis. Linear regression. Nonlinear regression. Bayes theorem. Bayesian parameters estimates. Bayesian inference in linear model. Time series and their frequency domain description. Kalman-Bucy filtr.
.

Contents:

1. Dependence and independence of random variables.
2. Contingency tables.
3. Linear model.
4. Analysis of variance.
5. Correlation analysis.
6. Analysis of principal components.
7. Logistic regression.
8. Time series analysis in time domain. Box-Jenkins metodology.
9. Time series in frequency domain - Fourier analysis.

Recommended literature:

Jay L. Devore: Probability and Statistics for Engineering and the Sciences
Duxbury

Keywords:

Dependence and independence. Linear model. Time series

Abbreviations used:

Semester:

• W ... winter semester (usually October - February)
• S ... spring semester (usually March - June)
• W,S ... both semesters

Mode of completion of the course:

• A ... Assessment (no grade is given to this course but credits are awarded. You will receive only P (Passed) of F (Failed) and number of credits)
• GA ... Graded Assessment (a grade is awarded for this course)
• EX ... Examination (a grade is awarded for this course)
• A, EX ... Examination (the award of Assessment is a precondition for taking the Examination in the given subject, a grade is awarded for this course)

Weekly load (hours per week):

• P ... lecture
• C ... seminar
• L ... laboratory
• R ... proseminar
• S ... seminar