Probability and Statistics
Code  Completion  Credits  Range  Language 

BIPST  Z,ZK  5  2P+1R+1C  Czech 
 Lecturer:
 Petr Novák (guarantor)
 Tutor:
 Pavel Hrabák, Petr Novák (guarantor), Kamil Dedecius, Michal Kupsa, Daniel Vašata
 Supervisor:
 Department of Applied Mathematics
 Synopsis:

Students are introduced to elements of probability thinking, ability of the synthesis both prior and posterior information and use to work with random variables. They will be able to apply correctly basic models of the distribution of random variables and to solve applied probability problems in the area of informatics and computer science. Using statistical inference methods, they master methods of statistical inference to estimate unknown population parameters on the basis of sample. They get acquainted with basic methods of the determination of possible statistical dependence of two or more random variables.
 Requirements:

Basics of combinatorics and mathematical analysis.
 Syllabus of lectures:

1. Probability: Random event, event space structure, probability of a random event and its basic properties.
2. Conditional probability: Dependent and independent events, Bayes theorem.
3. Random variable: Distribution function of a random variable, continuous and discrete distributions, quantiles, median.
4. Characteristics of position and shape: Mean value, variance, general moments, kurtosis and skewness.
5. Overview of basic distributions: binomial, Poisson, uniform, normal, exponential. Their basic properties.
6. Probability applications. Hash functions, probabilistic algorithms.
7. Random vector: Joint and marginal statistics, correlation coefficient, dependence and independence of random variables.
8. Descriptive statistics: Classification and processing of data sets, characteristics of position, variance, and shape, sampling moments, graphical representation of data.
9. Random sampling: Simple and stratified sampling, their distributions, basic sampling statistics, sample mean and variance, distributions (tdistribution, Fdistribution, chi square).
10. Parameter estimation: Confidence interval, point estimation, methods.
11. Hypothesis testing: Testing strategy, mean value and variance tests, some of their modifications. Application of statistical testing in CS.
12. Nonparametric tests: Comparing distributions, Wilcoxon test, SmirnovKolmogorov test, goodnessoffit test.
13. Analysis of variance: Oneway and twoway classification, normality testing.
14. Correlation and regression analysis: Linear and quadratic regression, sample correlation.
 Syllabus of tutorials:

1. Elements of probability.
2. Conditional probability.
3. Random variable.
4. Basic characteristics of random variables.
5. Using basic distributions.
6. Calculations of random variable characteristics.
7. Hash functions.
8. Multidimensional random variables.
9. Processing of sets of data.
10. Random sampling.
11. Parameter estimation.
12. Hypotheses testing.
13. Nonparametric tests.
14. Correlation analysis.
 Study Objective:

The goal of the module is to deliver students the standard basics of the probability theory and statistics while paying attention to typical applications in informatics.
 Study materials:

1. Johnson, J. L. Probability and Statistics for Computer Science. WileyInterscience, 2008. ISBN 0470383429.
2. Li, X. R. Probability, Random Signals, and Statistics. CRC, 1999. ISBN 0849304334.
 Note:
 Further information:
 https://courses.fit.cvut.cz/BIPST/
 Timetable for winter semester 2018/2019:

06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon Tue Fri Thu Fri  Timetable for summer semester 2018/2019:
 Timetable is not available yet
 The course is a part of the following study plans:

 Information Technology  Version for those who Enrolled in 2012 (in Czech) (compulsory course in the program)
 Informatics (Bachelor) Version for those who Enrolled in 2013 (in Czech) (compulsory course in the program)
 Web and Multimedia Version for those who Enrolled in 2013 (in Czech) (compulsory course in the program)
 Computer Science  Version for those who Enrolled in 2013 (in Czech) (compulsory course in the program)
 Information Technology  Version for those who Enrolled in 2013 (in Czech) (compulsory course in the program)
 Software Engineering Version for those who Enrolled in 2013 (in Czech) (compulsory course in the program)
 Information Systems and Management  Version for those who Enrolled in 2013 (in Czech) (compulsory course in the program)
 Informatics (Bachelor) Version for those who Enrolled in 2014 (in Czech) (compulsory course in the program)
 Web and Multimedia Version for those who Enrolled in 2014 (in Czech) (compulsory course in the program)
 Computer Science  Version for those who Enrolled in 2014 (in Czech) (compulsory course in the program)
 Information Technology  Version for those who Enrolled in 2014 (in Czech) (compulsory course in the program)
 Computer Engineering, Version for those who Enrolled in 2014, in Czech (compulsory course in the program)
 Software Engineering Version for those who Enrolled in 2014 (in Czech) (compulsory course in the program)
 Information Systems and Management  Version for those who Enrolled in 2014 (in Czech) (compulsory course in the program)
 Bc. Programme Informatics, in Czech, Version 2015 to 2019 (compulsory course in the program)
 Bc. Branch Security and Information Technology, in Czech, Version 2015 to 2019 (compulsory course in the program)
 Bc. Branch Computer Science, in Czech, Version 2015 to 2019 (compulsory course in the program)
 Bc. Branch Computer Engineering, in Czech, Version 2015 to 2019 (compulsory course in the program)
 Bachelor Branch Information Systems and Management, in Czech, Version 2015 to 2019 (compulsory course in the program)
 Bachelor Branch Knowledge Engineering, in Czech, Version 2015, 2016 and 2017 (compulsory course in the program)
 Bachelor Branch WSI, Specialization Software Engineering, in Czech, Version 2015 to 2019 (compulsory course in the program)
 Bachelor Branch, Specialization Web Engineering, in Czech, Version 2015 to 2019 (compulsory course in the program)
 Bachelor Branch WSI, Specialization Computer Grafics, in Czech, Version 2015 to 2019 (compulsory course in the program)
 Bachelor Branch Knowledge Engineering, in Czech, Version 2015 to 2019 (compulsory course in the program)