Course Details
Probability and mathematical statistics
Academic Year 2022/23
DAB031 course is part of 20 study plans
DPC-V Summer Semester 1st year
DPC-E Summer Semester 1st year
DKC-E Summer Semester 1st year
DPA-E Summer Semester 1st year
DKA-E Summer Semester 1st year
DKC-S Summer Semester 1st year
DPC-S Summer Semester 1st year
DPA-S Summer Semester 1st year
DKA-S Summer Semester 1st year
DKC-V Summer Semester 1st year
DKA-V Summer Semester 1st year
DPA-V Summer Semester 1st year
DKC-K Summer Semester 1st year
DPC-K Summer Semester 1st year
DKA-K Summer Semester 1st year
DPA-K Summer Semester 1st year
DKC-M Summer Semester 1st year
DPC-M Summer Semester 1st year
DKA-M Summer Semester 1st year
DPA-M Summer Semester 1st year
Continuous and discrete random variables (vectors), probability function, density function, probability, cumulative distribution, independent random variables, characteristics of distribution, transformation of random variables, conditional distribution, conditional mean, special distributions.
Random sampling, statistic, point estimate of distribution parameters and their functions, desirable properties of an estimator, estimator of correlation matrix, confidence interval for distribution parameter, fundamentals for testing hypotheses, tests of hypotheses for distribution parameters - one-sample analysis, two-sample analysis, goodness-of-fit test. Ongoing information on the possibility of using statistical software in the application of the subject matter discussed.
Credits
4 credits
Language of instruction
Czech
Semester
Course Guarantor
Institute
Forms and criteria of assessment
Aims
Basic Literature
WALPOLE, R.E., MYERS, R.H. Probability and Statistics for Engineers and Scientists. 8th ed. London: Prentice Hall, Pearson education LTD, 2007. 823 p. ISBN 0-13-204767-5. (en)
HRON, A., KUNDEROVÁ, P. Základy počtu pravděpodobnosti a metod matematické statistiky. 2. vyd. Olomouc: UPOL, 2015. 364 s. ISBN 978-80-244-4774-2. (cs)
Recommended Reading
KOUTKOVÁ, H. Základy teorie odhadu. Brno: CERM, 2007.51 s. ISBN 978-80-7204-527-3. (cs)
KOUTKOVÁ, H. Základy testování hypotéz. Brno: CERM, 2007. 52 s. ISBN 978-80-7204-528-0. (cs)
Syllabus
9.–13. Random sampling, statistic, point estimate of distribution parameters and their functions, desirable properties of an estimator, estimator of correlation matrix, confidence interval for distribution parameter, fundamentals for testing hypotheses, tests of hypotheses for distribution parameters – one-sample analysis, two-sample analysis, goodness-of-fit test.
Prerequisites
Specification of controlled instruction, the form of instruction, and the form of compensation of the absences
Offered to foreign students
Course on BUT site
Lecture
13 weeks, 3 hours/week, elective
Syllabus
9.–13. Random sampling, statistic, point estimate of distribution parameters and their functions, desirable properties of an estimator, estimator of correlation matrix, confidence interval for distribution parameter, fundamentals for testing hypotheses, tests of hypotheses for distribution parameters – one-sample analysis, two-sample analysis, goodness-of-fit test.