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NMST434 Modern statistical methods (official information)


The knowledge of the statistics and probability theory at the level of courses Mathematical Statistics 1 and 2 (NMSA331 and NMSA332), Probability Theory 1 (NMSA333) and Linear regression (NMSA407).

Among others we will use the following concepts: almost sure convergence, convergence in probability, convergence in distribution, law of large numbers and central limit theorem for independent and identically distributed random vectors. A nice overview (in Czech language) of most of the results that are used in the course is available here.

(Assumed) content of the course:

Exercise classes
Exercise classes accompany the lecture with both theoretical as well as practical examples and illustrations.

Lecture material and actual information Exercise class 11 (2. 5. 2017) Exercise class 12 (9. 5. 2017) Exercise class 13 (16. 5. 2017) Exercise class 14 (23. 5. 2017)