Lectures: Explorative and graphical methods of data analysis. Use of statistical software, Excel, Matlab Basic types of discrete probability distributions, their characteristics. Basic types of continuous probability distributions. Typical applications to selected cases (variation of measurement data, statistical quality control, survival analysis). Estimation of model parameters, maximum likelihood estimates, computation, properties. Basic tests of statistical hypotheses. Regression analysis, the least squares method, general trend functions construction. Analysis of variance, applications. Classification, basic methods, decision tree methods, applications, pattern recognition. Bayes methods for modelling, data analysis and decision. Random processes. Basic types and notions. Brown motion, Poisson process. Markov chains, random walk, models of queues. Monte Carlo methods, use of random generators. Practice: Explorative and graphical methods of data analysis. Use of statistical software, Excel, Matlab Basic types of discrete probability distributions, their characteristics. Basic types of continuous probability distributions. Typical applications to selected cases (variation of measurement data, statistical quality control, survival analysis). Estimation of model parameters, maximum likelihood estimates, computation, properties. Basic tests of statistical hypotheses. Regression analysis, the least squares method, general trend functions construction. Analysis of variance, applications. Classification, basic methods, decision tree methods, applications, pattern recognition. Bayes methods for modelling, data analysis and decision. Random processes. Basic types and notions. Brown motion, Poisson process. Markov chains, random walk, models of queues. Monte Carlo methods, use of random generators.
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N. N. Taleb. The Black Swan -- The Impact of the Highly Improbable (First ed.), Penguin Ltd. London, April 2007, pp. 400..
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