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

Probability and Statistics

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Code Completion Credits Range Language
101PMSG Z,ZK 5 2P+2C Czech
Garant předmětu:
Jana Nosková
Lecturer:
Jana Nosková
Tutor:
Jana Nosková
Supervisor:
Department of Mathematics
Synopsis:

Fundamental concepts and terminology, random variables, descriptive and inferential statistics. Discrete and continuous random variables, normal distribution, log- normal distribution. Classical and nonparametric methods of estimation and hypotheses testing. Simple and multivariate linear regression.

Requirements:

The knowledge of simple and multivariate integration is required.

Syllabus of lectures:

1. Probability and conditional probability.

2. The Law of Total Probability and Bayes' Theorem.

3 Discrete random variable. Expectation, standard deviation, quantiles.

4. Binomial, Poisson and hypergeometrical distribution.

5. Continuous randam variables. Distribution function.

6. Uniform and exponential distribution.

7. Normal distribution. Log-normal distributioní.

8. Bivariate distribution. Correlation coefficient.

9. Distribution of a linear combination of multivarite normal distribution.

10. Hypothesis testing.

11. Nonparametric tests.

12. Simple linear regression.

13. Multivariate regression.

Syllabus of tutorials:

Exercises follow lectures.

Study Objective:

To be acquainted with basic ideas of mathematical statistics.

Study materials:

!Jarušková Daniela: Pravděpodobnost a matematická statistika , skripta ČVUT 2015, ISBN 80-01-02253-6

!Anděl Jiří: Základy matematické statistiky, MATFYZPRESS 2011,ISBN 978-80-7378-162-0

?Wasserman Larry: All of Statistics, Springer 2004,ISBN 978-0-387-40272-7

Note:
Time-table for winter semester 2023/2024:
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
roomTH:B-975

14:00–15:50
(lecture parallel1
parallel nr.101)

Thákurova 7 (budova FSv)
B975
Tue
Wed
roomTH:B-975

13:00–14:50
(lecture parallel1
parallel nr.102)

Thákurova 7 (budova FSv)
B975
Thu
roomTH:C-208

12:00–13:50
(lecture parallel1)
Thákurova 7 (budova FSv)
C208
Fri
Time-table for summer semester 2023/2024:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2024-05-24
Aktualizace výše uvedených informací naleznete na adrese https://bilakniha.cvut.cz/en/predmet2353206.html