Course Details

Probability and mathematical statistics

Academic Year 2024/25

DAB031 course is part of 20 study plans

DKA-E Summer Semester 1st year

DKA-K Summer Semester 1st year

DKA-M Summer Semester 1st year

DKA-S Summer Semester 1st year

DKA-V Summer Semester 1st year

DPA-E Summer Semester 1st year

DPA-K Summer Semester 1st year

DPA-M Summer Semester 1st year

DPA-S Summer Semester 1st year

DPA-V Summer Semester 1st year

DKC-E Summer Semester 1st year

DKC-K Summer Semester 1st year

DKC-M Summer Semester 1st year

DKC-S Summer Semester 1st year

DKC-V Summer Semester 1st year

DPC-E Summer Semester 1st year

DPC-K Summer Semester 1st year

DPC-M Summer Semester 1st year

DPC-S Summer Semester 1st year

DPC-V 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

summer

Course Guarantor

Institute

Forms and criteria of assessment

course-unit credit

Entry Knowledge

Basics of linear algebra, differentiation, integration.

Aims

The correct grasp of the basic concepts and art of interpreting statistical outcomes.

Basic Literature

ANDĚl, J. Statistické metody. 3. vyd. Praha: MatFyzPress, 2019. 300 s. ISBN: 978-80-7378-381-5.  (cs)
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., MOLL, I. Základy pravděpodobnosti. Brno: CERM, 2011.127 s. ISBN 978-80-7204-738-3.  (cs)
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)

Offered to foreign students

Not to offer

Course on BUT site

Lecture

13 weeks, 3 hours/week, elective

Syllabus

  • 1.–8. 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.
  • 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.