Course Details
Mathematics 4
Academic Year 2024/25
BA004 course is not part of any programme in the faculty
Course Guarantor
Institute
Language of instruction
Czech, English
Credits
5 credits
Semester
winter
Forms and criteria of assessment
course-unit credit and examination
Offered to foreign students
Not to offer
Course on BUT site
Lecture
13 weeks, 2 hours/week, elective
Syllabus
1. Continuous and discrete random variable (vector), probability function, density function. Probability.
2. Properties of probability. Cumulative distribution and its properties.
3. Relationships between probability, density and cumulative distributions. Marginal random vector.
4. Independent random variables. Numeric characteristics of random variables: mean and variance, standard deviation, variation coefficient, modus, quantiles. Rules of calculation mean and variance.
5. Numeric characteristics of random vectors: covariance, correlation coefficient, covariance and correlation matrices.
6. Some discrete distributions - discrete uniform, alternative, binomial, Poisson - definition, using.
7. Some continuous distributions - continuous uniform, exponential, normal, multivariate normal - definition applications.
8. Chi-square distribution, Student´s distribution - definition, using. Random sampling, sample statistics.
9. Distribution of sample statistics. Point estimation of distribution parameters, desirable properties of an estimator.
10. Confidence interval for distribution parameters.
11. Fundamentals of hypothesis testing. Tests of hypotheses for normal distribution parameters.
12. Goodness-of-fit tests. Chi - square test. Basics of regression analysis.
13. Linear model.
Exercise
13 weeks, 2 hours/week, compulsory
Syllabus
1. Empirical probability and density distributions. Histogram.
2. Probability and density distributions. Probability.
3. Cumulative distribution. Relationships between probability, density and cumulative distributions.
4. Transformation of random variable.
5. Marginal and simultaneous random vector. Independence of random variables.
6. Calculation of mean, variance, standard deviation, variation coefficient, modus and quantiles of a random variable. Calculation rules of mean and variance.
7. Correlation coefficient. Test.
8. Calculation of probability in some cases of discrete probability distributions - alternative, binomial, Poisson.
9. Calculation of probability for normal distribution. Work with statistical tables.
10. Calculation of sample statistics. Application problems for their distribution.
11. Confidence interval for normal distribution parameters.
12. Tests of hypotheses for normal distribution parameters.
13. Goodness-of-fit test.