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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024
UPOZORNĚNÍ: Jsou dostupné studijní plány pro následující akademický rok.

Probability

The course is not on the list Without time-table
Code Completion Credits Range Language
11PST KZ 3 2+1 Czech
Garant předmětu:
Lecturer:
Tutor:
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:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2024-03-27
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