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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Probability Methods in Engineering I

The course is not on the list Without time-table
Code Completion Credits Range
W01A011 ZK 60
Lecturer:
Tutor:
Supervisor:
Department of Technical Mathematics
Synopsis:

Advanced course of probability theory, involves such notions as probability space, random variable, random vector and its probability characteristics and distributions, limit theorems. In the second part, the basic principles of statistical inference will be treated.

Requirements:
Syllabus of lectures:

1 Classical definition of probability, probability space

2 Random variable, probability distribution

3 Probability characteristics of random variable

4 Discrete and continuous models

5 Random vector, characteristics

6 Distribution of transformed variable

7 Law of large numbers, central limit theorems

8 Statistical inference

9 Basic sample characteristics

10 Point and interval estimation. Methods of construction

11 Testing of statistical hypothesis.

12 Nonparametric tests, goodness-of-fit tests

13 ANOVA

14 Regression model, analysis of residuals

Syllabus of tutorials:

1 Classical definition of probability, probability space

2 Random variable, probability distribution

3 Probability characteristics of random variable

4 Discrete and continuous models

5 Random vector, characteristics

6 Distribution of transformed variable

7 Law of large numbers, central limit theorems

8 Statistical inference

9 Basic sample characteristics

10 Point and interval estimation.

Methods of construction

11 Testing of statistical hypothesis.

12 Nonparametric tests, goodness-of-fit tests

13 ANOVA

14 Regression model, analysis of residuals

Study Objective:
Study materials:

Mukhopadhyay N.: Probability and statistical inference. M. Dekker Inc., 2001.

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2019-09-19
For updated information see http://bilakniha.cvut.cz/en/predmet10865902.html