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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2011/2012

Probability

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Code Completion Credits Range Language
11PT Z 2 1+1 Czech
Lecturer:
Ivan Nagy (gar.)
Tutor:
Ivan Nagy (gar.), Martin Dungl, Lucie Kárná, Pavel Provinský, Tomáš Třasák
Supervisor:
Department of Applied Mathematics
Synopsis:

Descriptive statistics. Basic probability concepts: elementary events and events, definitions and interpretation of probability. Random variable, probability distribution, probability mass and density, moments, some discrete and continuous distributions. Random vectors: joint and marginal distributions, mean vector, covariance matrix. Mixed distributions, mixture of distributions. Law of large numbers, central limit theorem.

Requirements:

knowledge of mathematical analysis

Syllabus of lectures:
Syllabus of tutorials:
Study Objective:

Principles of the problem of probability necessary for further mathematical statistics study.

Study materials:

Hátle J., Likeš J.: Základy počtu pravděpodobnosti a matematické statistiky, Praha, SNTL, 1974

Likeš J., Machek J.: Počet pravděpodobnosti, Praha, SNTL, 1981

Novovićová J.: Pravděpodobnost a matematická statistika, Praha, skriptum ČVUT, 1999

Note:
Time-table for winter semester 2011/2012:
Time-table is not available yet
Time-table for summer semester 2011/2012:
Time-table is not available yet
The course is a part of the following study plans:
Generated on 2012-7-9
For updated information see http://bilakniha.cvut.cz/en/predmet1458906.html