Probability

Lecturer:

Jitka Homolová, Ivan Nagy (gar.), Pavla Pecherková, Pavel Provinský

Tutor:

Jitka Homolová, Ivan Nagy (gar.), Martin Dungl, Lucie Kárná, Pavla Pecherková, Pavel Provinský, Tomáš Třasák

Supervisor:

Department of Applied Mathematics

Synopsis:

Descriptive statistics: introduction to the basic problems of statistics, organizing data, graphical methods of data presentation, numerical presentation of data, measures of location or central tendency. Basic probability concepts: elementary events and events, definitions and interpretation of probability, axioms of probability theory, probability properties, conditional probability and independence, Bayes theorem. Random variable, probability distribution, probability mass and density, moments, some discrete and continuous distributions. Approximations of distributions, independence of variables. 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:

• 1.blok bak.prez.09/10začátek (compulsory course)
• 1.blok bak.komb.09/10začátek (compulsory course)
• 1.blok bak.prez.03/04 začátek (compulsory course)
• 1.blok bak.komb.03/04 začátek (compulsory course)
• 1.blok bak.komb.04/05začátek (compulsory course)
• 1.blok bak.prez.04/05začátek (compulsory course)
• 1.blok bak.komb.05/06začátek (compulsory course)
• 1.blok bak.prez.05/06začátek (compulsory course)
• 1.blok bak.prez.06/07začátek (compulsory course)
• 1.blok bak.komb.06/07 začátek (compulsory course)
• 1.blok bak.prez.07/08 začátek (compulsory course)
• 1.blok bak.komb.07/08začátek (compulsory course)
• 1.blok bak.komb.08/09začátek (compulsory course)
• 1.blok bak.prez.08/09začátek (compulsory course)