Course: Probability and mathematical statistics for AM

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Course title Probability and mathematical statistics for AM
Course code UMB/738
Organizational form of instruction Lecture + Lesson
Level of course Bachelor
Year of study not specified
Frequency of the course In each academic year, in the summer semester.
Semester Summer
Number of ECTS credits 5
Language of instruction Czech
Status of course Compulsory
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Dostálková Iva, doc. RNDr. Ph.D.
  • Berec Luděk, doc. Ing. Dr.
Course content
1. Random events, sample space, algebra of random events 2. Definition of probability: classical, geometric, statistical, axiomatic (Kolmogorov) 3. Conditional probability, independence of random events, independent repetitions of a partial trial 4. Complete systems of random events and probability distribution 5. Random variable (discrete, continuous, general), distribution function, probability density 6. Random vector, distribution function, two-dimensional random vectors, marginal distribution, independence 7. Functions of random variables and their distribution, distribution of sum, product and quotient of random variables 8. Numerical characteristics of random variables, general and central moments, characteristic function 9. Convergence of random variables, central limit theorem, laws of large numbers, Chebyshev's inequality 10. Numerical characteristics of random vectors Tutorial 1. Combinatorics 2. Random event, definition of probability, conditional and complete probability, Bayes formula 3. Random variable, distribution of random variable, characteristics of random variable 4. Examples of discrete and continuous distributions, important continuous distributions (central limit theorem) 5. Principles of statistical testing, chi-2 tests 6. t-tests 7. ANOVA 8. Correlation and regression

Learning activities and teaching methods
unspecified
Learning outcomes
To acquaint students with probability theory and basics of mathematical statistics

Prerequisites
Students are assumed to have knowledge of calculus covered by the courses Matematická analýza I (UMB564), Matematická analýza II (UMB565)
UMB/564 and UMB/565

Assessment methods and criteria
unspecified
Sufficient participation in exercises and sufficient average success rate (55%) in short tests in exercises. Credit is a necessary condition for taking the exam.
Recommended literature
  • Dupač V., Hušková M. Pravděpodobnost a matematická statistika. 2009. ISBN 9788024600093.
  • Mrkvička T., Petrášková V. Úvod do statistiky, Jihočeská univerzita. 2006. ISBN 80-7040-894-4.
  • Petrášková V., Tlustý P. Úvod do počtu pravděpodobnosti. 2006. ISBN 978-80-7394-115-4.
  • Rényi A. Teorie pravděpodobnosti. 1972. Academia, Praha.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester