Probability
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:
-
- bak.prez.10/11 (compulsory course)
- TUL bak.prez.10/11 (compulsory course)
- MED bak.komb.10/11 (compulsory course)
- MED bak.komb.11/12 (compulsory course)
- bak.prez.11/12 (compulsory course)
- TUL bak.prez.11/12 (compulsory course)
- AUT bak.prez.11/12 (compulsory course)
- DOS bak.prez.11/12 (compulsory course)
- ITS bak.prez.11/12 (compulsory course)
- LED bak.prez.11/12 (compulsory course)
- MED bak.prez.11/12 (compulsory course)