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Mathematical Statistics

Matematikai statisztika
A tantárgyleírás hatályossága
Hatályosság kezdete:
2026. March 21.
Hatályosság vége:
Subject name (Hungarian, English)
Matematikai statisztika
Mathematical Statistics
Subject code BMEVISZMA11
Subject type
Training Level
Course types and hours (weekly/semester)
Course type lecture tutorial laboratory
hours (weekly) 3 0 1
type (linked/independent) derived course
Assessment type vizsga
Credits 5
Subject coordinator
DR. Pintér Márta Barbara
position: egyetemi docens
Responsible department
Számítástudományi és Információelméleti Tanszék
Faculty Villamosmérnöki és Informatikai Kar
Subject website
Primary curriculum type
Direct prerequisites – Strong prerequisite none
Direct prerequisites – Weak prerequisite none
Direct prerequisites – Parallel prerequisite none
Direct prerequisites – Milestone prerequisite none
Direct prerequisites – Exclusion none

Objectives

Programme
1. Review of concepts in probability   

2. Basic concepts of mathematical statistics: population, sample, sampling, sample number determination, statistics, parameter. 

3. Parameter estimation 1 - point estimation, properties of estimation (unbiasedness, consistency, strong consistency, efficiency), specific estimation procedures (maximum likelihood method, method of moments) and their properties 

4. Parameter estimation 2 - Student distribution, interval estimation, confidence interval 
Hypothesis testing 1 - new distributions (chi-square distribution, Fisher distribution), introduction to hypothesis testing, basic concepts 

5. Hypothesis testing 2 - parametric tests: one- and two-sample, one- and two-sided u- and t-tests. The F-test and the Welch test. 

6. Hypothesis testing 3/non-parametric tests 1 - Kolmogorov-Szmirnov tests. Kruskal-Wallis, Wilcoxon, Friedman, sign and Mann-Whitney tests. 

7. Hypothesis testing 4./ Non-parametric tests 2. - Chi-square tests, analysis of variance, Friedman test, exact tests

8. Regression analysis 1 - introduction, theoretical, bivariate linear, least squares, regressions back to linear 

9. Regression Analysis 2 - Multivariate Linear 1 - task definition, coefficient estimates, coefficients and model testing 

10. Regression Analysis 3 - Multivariate Linear 2 - Model building, coefficients of correlation, partial and multiple correlation. 

11. Principal component analysis, multivariate scaling, cluster analysis 

12. Stochastic processes - Markov chains, Poisson process 

13. Time series 1 - Deterministic methods, trend analysis. Exponential filtering.

14. Time series 2 - Box-Jenkins time series models (AR, MA, ARMA models)
The objective of the course is to introduce the basic principles and methods of mathematical statistics and their applications in a series of introductory lectures and laboratories. In the second half of the semester, laboratory exercises will be used to illustrate the applications of the methods using a statistical software package (e.g. R). Besides learning how to use the software system, students will be confronted with the usefulness of the material through complex statistical analysis of data matrices.

Learning outcomes

Ez a tantárgy a KKK rendeletben meghatározott, következő kompetenciák fejlesztését szolgálja:

Knowledge

No learning outcomes recorded.

Skills

No learning outcomes recorded.

Attitudes

No learning outcomes recorded.

Autonomy and responsibility

No learning outcomes recorded.

Oktatási módszertan

3 lectures per week and 1 labratory exercise per week.

Tanulástámogató anyagok

Not provided.

Recommended preliminary knowledge for completing the subject

Knowledge type competencies
(azon előzetes ismeretek összessége, amelyek megléte nem kötelező, de a tantárgy eredményes teljesítését nagyban elősegíti)
Probability, mathematical analysis, linear algebra
Skill type competencies
(azon előzetes képességek és készségek összessége, amelyek megléte nem kötelező, de a tantárgy eredményes teljesítését nagyban elősegíti)
nincs
Recommended (non-compulsory) preliminary competencies
(azon ajánlott (nem kötelező) előzetesen megszerzendő kompetenciák összessége, amelyek jelentősen hozzájárulnak a tantárgy eredményes teljesítéséhez)
Probability, mathematical analysis, linear algebra
General rules
Requirements: A successful midterm test (at least 40%) and homework assigngment to be handed in by the end of the semester  are required for a signature. The homework is a complex statistical analysis on a data matrix. In addition to the evaluation of the resulting tables and graphs, the homework must include a mathematical description of the method used. The examination is oral and based on a given set of topics. In addition to the oral answer (50%), the mark will include the midterm result (30%) and the homework result (20%). Additional possibilities: During the semester, there is a retake for the midterm, which may be used to complete the missed midterm or to improve the result of an unsuccessful midterm or to improve the result of a successfully completed midterm. If someone retakes an already  written midterm, the new mark will be valid - even if it is worse than the previous one. If a person attends a retake, they are considered to have attempted to write the test. If someone attempts to correct a successful midterm but scores less than 40% on the retake, they will only lose the points above 40% of their original midterm score (i.e. they will carry forward 40%). At least 70% of the labs, i.e. at least 5 out of 7 sessions, must be attended, no make-ups are possible. The homework may be submitted late during the  make-up week for a special procedure fee.
Assessment methods
In-term assessments

No detailed assessments provided.

Weight of in-term assessments

No weights provided.

Exam-period assessments

No detailed assessments provided.

Weight of exam elements

No weights provided.

Grade calculation

No grade thresholds provided.

Attendance requirements

No attendance requirements provided.

Rules for retake and resubmission

Not provided.

Short description

Not provided.

Detailed description

Not provided.

Recommended courses

Not provided.

Workload to complete the subject

No workload breakdown provided.

Validity of subject requirements
Requirements valid from:
Requirements valid until:
Curriculum placement

No curriculum placements recorded for this subject version.