| Statistică matematică | Mathematical statistics |
trul |
|||||
(Applied Mathematics) |
|||||
(Mathematics Economics) |
| Cadre didactice indrumatoare | Teaching Staff in Charge |
| Prof. Dr. BLAGA Petru, pblaga@cs.ubbcluj.ro Lect. SOOS Anna, asoos@math.ubbcluj.ro |
| Obiective | Aims |
|
Cunoasterea notiunilor de baza si a metodelor statisticii matematice. Se urmareste latura aplicativa a statisticii matematice si implementarea pe calculator a unor metode ale statisticii matematice. |
Knowledge of basic concepts and methods of mathematical statistics. The applied side of mathematical statistics and implements on computers of some methods of mathematical statistics are followed. |
|
Notiuni de baza ale teoriei selectiei. Distributii de selectie. Caracteristici ale distributiilor de selectie (medie de selectie, dispersie de selectie, momente de selectie, mediana, cuantile, asimetrie, exces, coeficent de corelatie - Pearson, Spearman, Kendall). Teorema lui Glivenko, teoremele lui Kolmogorov si Smirnov. Notiuni de baza ale teoriei estimatiei. Estimatori punctuali. Nedeplasare. Consistenta. Eficienta. Suficienta. Inegalitatea Rao-Cramer. Metode de estimatie: metoda momentelor, metoda verosimilitatii maxime, metoda celor mai mici patrate. Estimatori nepunctuali: intervale de incredere, regiuni de incredere. Verificarea ipotezelor statistice. Erori de genul intai si de genul al doilea. Cele mai puternice teste. Teste relative la valoarea medie teoretica: testul Z si testul T. Teste privind diferenta a doua medii teoretice. Test privind raportul a doua dispersii teoretice (testul F). Teste privind concordanta (distributia multinomiala, densitatea de probabilitate, tabele de contingenta, omogenitate). Teste neparametrice (testul semnelor, testul sumei rangurilor, testul lui Kolmogorov, testul Kolmogorov-Smirnov). |
|
1. Blaga, P., Statistical methods in modelling by computer (Romanian). Universitatea "Babes--Bolyai" Press, Cluj-Napoca, 1993.
2. Blaga, P., Probability theory and mathematical statistics, Vol. II. (Romanian), Universitatea "Babes--Bolyai" Press, Cluj-Napoca, 1994. 3. Blaga, P., Mathematical statistics. Practical activities (Romanian), Universitatea "Babes--Bolyai" Press, Cluj-Napoca, 1999. 4. Blaga, P., Mathematical statistics. (Romanian), Universitatea "Babes--Bolyai" Press, Cluj-Napoca, 2000. 5. Blaga, P., Muresan, A.S., Applied mathematics in economics, Vol. I. (Romanian), Transilvania Press, Cluj--Napoca, 1996. 6. Ciucu, G., Probability theory and mathematical statistics (Romanian), DP Press, Bucharest, 1963. 7. Ciucu, G., Craiu, V., Theory of estimation and testing statistical hypotheses (Romanian), DP Press, Bucharest, 1968. 8. Ciucu, G., Craiu, V., Introduction to probability theory and mathematical statistics (Romanian), DP Press, Bucharest, 1971. 8. Ciucu, G., Craiu, V., Statistical inference (Romanian), DP Press, Bucharest, 1974. 9. Craiu, V., Testing statistical hypotheses (Romanian), SE Press, Bucharest, 1972. 10.Cramer, H., Mathematical methods of statistics, Princeton University Press, Princeton, 1951 11.Hoel, P.J., Introduction to mathematical statistics, Fourth edition, John Wiley & Sons, New York-London-Sydney-Toronto}, 1971. 12.Hoel, P. J., Statistique mathematique, Tome II, Armand Colin Press, Paris, 1991. 13.Iosifescu, M., Mihoc, Gh., Theodorescu, R., Probability theory and mathematical statistics (Romanian), Tech. Press, Bucharest, 1966. 14.Kendall, M. G., Stuart, A., The advanced theory of statistics. Vol. 1. Distribution theory, Second edition , Charles Griffin Company Limited, London, 1963. 15.Kendall, M. G., Stuart, A., The advanced theory of statistics. Vol. 2. Inference and relationship, Charles Griffin Company Limited, London, 1961. 16.Kendall, M. G., Stuart, A., The advanced theory of statistics. Vol. 3. Design and analysis, and time-series, Charles Griffin Company Limited, London, 1966. 17.Mihoc, Gh., Ciucu, G., Craiu, V., Probability theory and mathematical statistics (Romanian), DP Press, Bucharest, 1970. 18.Saporta, G., Probabilites, analyse des donnees et statistique, Editions Technip, Paris, 1990. 19.Snedecor, G. W., Cochran, W. G., Statistical methods, Iowa State University Press, 1989. 20.Tassi, Ph., Methodes statistiques, Economica, Paris, 1989. 21.Yule, G. U., Kendall, M. G., Introduction to the theory of statistics (Romanian), Sci. Press, Bucharest, 1969. |
| Evaluare | Assessment |
|
Examen. |
Exam. |