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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2018/2019

Basics of Stochastics

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Code Completion Credits Range
2013066 Z 2 0+2
Lecturer:
Gejza Dohnal (guarantor)
Tutor:
Gejza Dohnal (guarantor)
Supervisor:
Department of Technical Mathematics
Synopsis:

Students will learn the basics of probability theory (random experiment, probability, random variable, probability distribution, characteristics of random variables, probability models, multivariate random variable and its characteristics, laws of large numbers and limit theorems) and the basic principles of statistical inference (frequency analysis, parameter estimation , hypothesis testing, regression analysis and more). The application of this knowledge we can found in all areas where it is necessary to evaluate the results of experiments, perform parameter estimation based on measurements, application of stochastic simulation methods, prediction of random processes and time series assessment. Also important is the use of these methods for the control of quality, reliability and risk assessment.

Requirements:
Syllabus of lectures:
Syllabus of tutorials:
Study Objective:
Study materials:
Note:
Time-table 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
roomKN:A-312
Dohnal G.
09:00–10:30
(parallel nr.1)
Karlovo nám.
Posluchárna KA312
Fri
Time-table for summer semester 2018/2019:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2019-06-25
For updated information see http://bilakniha.cvut.cz/en/predmet2712906.html