Probability

Garant předmětu:

Lecturer:

Tutor:

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Department Děčín

Synopsis:

Descriptive statistics. Basic probability concepts: elementary events and events, definitions and interpretation of probability. Random variable, probability distribution, probability mass and density, moments, some discrete and continuous distributions. 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: