Probability and Statistics
Code  Completion  Credits  Range 

B0B01PST  Z,ZK  7  4P+2S 
 Lecturer:
 Mirko Navara (guarantor)
 Tutor:
 Mirko Navara (guarantor), Miroslav Korbelář, Milan Petrík
 Supervisor:
 Department of Mathematics
 Synopsis:

Basics of probability theory and mathematical statistics. Includes descriptions of probability, random variables and their distributions, characteristics and operations with random variables. Basics of mathematical statistics: Point and interval estimates, methods of parameters estimation and hypotheses testing, least squares method. Basic notions and results of the theory of Markov chains.
 Requirements:

Linear Algebra, Calculus, Discrete Mathematics
 Syllabus of lectures:

1. Basic notions of probability theory. Kolmogorov model of probability. Independence, conditional probability, Bayes formula.
2. Random variables and their description. Random vector. Probability distribution function.
3. Quantile function. Mixture of random variables.
4. Characteristics of random variables and their properties. Operations with random variables. Basic types of distributions.
5. Characteristics of random vectors. Covariance, correlation. Chebyshev inequality. Law of large numbers. Central limit theorem.
6. Basic notions of statistics. Sample mean, sample variance. Interval estimates of mean and variance.
7. Method of moments, method of maximum likelihood. EM algorithm.
8. Hypotheses testing. Tests of mean and variance.
9. Goodnessoffit tests.
10. Tests of correlation, nonparametic tests.
11. Discrete random processes. Stationary processes. Markov chains.
12. Classification of states of Markov chains.
13. Asymptotic properties of Markov chains. Overview of applications.
 Syllabus of tutorials:

1. Elementary probability.
2. Kolmogorov model of probability. Independence, conditional probability, Bayes formula.
3. Mixture of random variables.
4. Mean. Unary operations with random variables.
5. Dispersion (variance). Random vector, joint distribution. Binary operations with random variables.
6. Sample mean, sample variance. Chebyshev inequality. Central limit theorem.
7. Interval estimates of mean and variance.
8. Method of moments, method of maximum likelihood.
9. Hypotheses testing. Goodnessoffit tests.
10. Tests of correlation. Nonparametic tests.
11. Discrete random processes. Stationary processes. Markov chains.
12. Classification of states of Markov chains.
13. Asymptotic properties of Markov chains.
 Study Objective:

Basics of probability theory and their application in statistical estimates and tests.
The use of Markov chains in modeling.
 Study materials:

[1] Wasserman, L.: All of Statistics: A Concise Course in Statistical Inference. Springer Texts in Statistics, Corr. 2nd printing, 2004.
[2] Papoulis, A., Pillai, S.U.: Probability, Random Variables, and Stochastic Processes. McGrawHill, Boston, USA, 4th edition, 2002.
[3] Mood, A.M., Graybill, F.A., Boes, D.C.: Introduction to the Theory of Statistics. 3rd ed., McGrawHill, 1974.
 Note:
 Further information:
 http://cmp.felk.cvut.cz/~navara/stat/
 Timetable for winter semester 2019/2020:

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 2019/2020:
 Timetable is not available yet
 The course is a part of the following study plans:

 Cybernetics and Robotics 2016 (compulsory course in the program)
 Open Informatics  Computer Science 2016 (compulsory course in the program)
 Open Informatics  Internet of Things 2016 (compulsory course in the program)
 Open Informatics  Software 2016 (compulsory course in the program)
 Open Informatics  Computer Games and Graphics 2016 (compulsory course in the program)
 Open Informatics (compulsory course in the program)
 Open Informatics (compulsory course in the program)
 Open Informatics  Artificial Intelligence and Computer Science 2018 (compulsory course in the program)
 Open Informatics  Internet of Things 2018 (compulsory course in the program)
 Open Informatics  Software 2018 (compulsory course in the program)
 Open Informatics  Computer Games and Graphics 2018 (compulsory course in the program)