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    Reg. No. CZ.1.07/2.2.00/28.0326
    Subject: Reliability and Risk Analysis II
    Form of study: full-time
    Subjetc´s goals: The study is focused on the methodological foundations of the risk theory risk and its valuation. Students will be acquainted with statistical regression methods, time series theory, Bayesian methods, basics of reliability theory, parametric and nonparametric methods for lifetime and failure-free time estimates, analysis of censored lifetime data and with selected Markov reliability models. Presented theoretical parts will be supplemented with models and examples from selected branch of risk with the aim to demonstrate the studied methodology for the need to ensure adequate protection of troops and the population, property, critical infrastructure and the environment. Statistical software R will be used for the analysis of real data and the demonstration of selected models.
    Learning outcomes:
    • skills:

    The student proposes preventive measures and assesses the effectiveness of the measures taken.
    • abilities:

    The student analyses the possibilities and limitations of risk assessment, prioritization and decision making processes and rules for decision making under risk and uncertainty.
    • competences:

    The student is able to make decisions under risk and uncertainty.
    Subject continuity: The course builds on Probability ans Statistics, precedes Risk Management
    Conditions for successful completion of the course:

    • Processing, presentation and defense of seminar papers.

    • Written and oral examination corresponding to the subject content.
    Basic literature:
    • JOHNSON, R. A. and D. W. WICHERN. Applied multivariate statistical analysis. 5th ed. Prentice Hall, 2002, 767 s. ISBN 01-312-1973-1.
    • CHATFIELD, Ch. Time-Series Forecasting. 1st edition. Boca Raton: Chapman&Hall/CRC, 2000. 269 s. ISBN 1-58488-063-0.
    • VOSE, D. Risk Analysis: A Quantive guide. 3rd ed. Chichester: Wiley, 2010. ISBN 978-0-470-51284-5.
    • HAIMES Y. Y. Risk Modeling, Assessment, and Management. 3rd ed. Wiley, 2009, 1009 s. ISBN 978-0-470-28237-3.
    Recommended readings:
    • MANN, Prem S. Introductory Statistics. Wiley, 2007. ISBN 978-0-471-75530-2.
    • BROCKWELL, P. J. and R. A. DAVIS. Introduction to time series and forecasting. 2nd ed. New York: Springer, 2002, 434 s. ISBN 03-879-5351-5.
    • CRAWLEY, M. J. The R book. Wiley, 2007. 942 s. ISBN 978-0-470-51024-7.
    • Novinky Fórum
    • Software R URL
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      Software R website

    • RStudio URL
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      RStudio website - a powerful and productive user interface for R

    • R tutorial URL
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      The website containg tutorial for software R

    • Reliability and Risk Analysis II Soubor
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      Study text

  • Bayesian methods for risk identification

    • Study pages 4-6 from the text "Reliability and Risk Analysis II".
    • Solve exercises on page 6.

  • System reliability (parallel, serial and combined system)

    • Study pages 28-32 from the text "Reliability and Risk Analysis II".
    • Solve exercises on pages 32-33.

  • Survival and reliability function

    • Study pages 23-27 from the text "Reliability and Risk Analysis II".
    • Solve exercises on pages 27-28.

  • Basic parametric models for the survival function

    • Study pages 7-16 from the text "Reliability and Risk Analysis II".
    • Solve exercises on pages 16-17.

  • Graphical verification and testing of selected models

    • Study pages 50-55 from the text "Reliability and Risk Analysis II".
    • Solve exercises on pages 55-56.

  • Quantile estimates and p-percent lifetime

    • Study pages 19-22 from the text "Reliability and Risk Analysis II".
    • Solve exercises on pages 22-23.

  • Parametric methods of estimation for incomplete samples 1

    • Study pages 33-48, 56-58 from the text "Reliability and Risk Analysis II".
    • Solve exercises on pages 49-50, 58.

  • Parametric methods of estimation for incomplete samples 2

    • Study pages 58-61 from the text "Reliability and Risk Analysis II".
    • Solve exercises on pages 61-62.

  • Non-parametric methods of estimation for incomplete samples

    • Study pages 62-64 from the text "Reliability and Risk Analysis II".
    • Solve exercises on page 65.

  • Markov models for risk assessment

    • Study pages 65-68 from the text "Reliability and Risk Analysis II".
    • Solve exercises on page 69.

  • Poisson process and linear birth and death process - examples used in reliability analysis

    • Study pages 69-74 from the text "Reliability and Risk Analysis II".
    • Solve exercises on page 74.

  • Analysis of model tasks from selected application areas using a computer

    • Study pages 74-77 from the text "Reliability and Risk Analysis II".
    • Solve exercises on page 78.