Course Details
Probability and mathematical statistics
Academic Year 2024/25
DAB039 course is part of 4 study plans
DKA-GK Summer Semester 1st year
DPA-GK Summer Semester 1st year
DKC-GK Summer Semester 1st year
DPC-GK 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.
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.
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.
Basic Literature
ANDĚl, J. Statistické metody. 3. vyd. Praha: MatFyzPress, 2019, 300 s. ISBN: 978-80-7378-381-5.
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.
HRON, A., KUNDEROVÁ, P. Základy počtu pravděpodobnosti a metod matematické statistiky. 2. vyd. Olomouc: UPOL, 2015, 364 s. ISBN 978-80-244-4774-2.
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.
HRON, A., KUNDEROVÁ, P. Základy počtu pravděpodobnosti a metod matematické statistiky. 2. vyd. Olomouc: UPOL, 2015, 364 s. ISBN 978-80-244-4774-2.
Recommended Reading
KOUTKOVÁ, H., MOLL, I. Základy pravděpodobnosti. Brno: CERM, 2011, 127 s. ISBN 978-80-7204-738-3.
KOUTKOVÁ, H. Základy teorie odhadu. Brno: CERM, 2007, 51 s. ISBN 978-80-7204-527-3.
KOUTKOVÁ, H. Základy testování hypotéz. Brno: CERM, 2007, 52 s. ISBN 978-80-7204-528-0.
KOUTKOVÁ, H. Základy teorie odhadu. Brno: CERM, 2007, 51 s. ISBN 978-80-7204-527-3.
KOUTKOVÁ, H. Základy testování hypotéz. Brno: CERM, 2007, 52 s. ISBN 978-80-7204-528-0.
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.