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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024

Basics of Stochastics

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Code Completion Credits Range
2013066 Z 2 0P+2C
Garant předmětu:
Gejza Dohnal
Lecturer:
Gejza Dohnal
Tutor:
Gejza Dohnal
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 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
Tue
Wed
Thu
roomKN:A-214
Dohnal G.
08:00–09:45
(parallel nr.101)
Karlovo nám.
Posluchárna KA214
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 2024-04-23
Aktualizace výše uvedených informací naleznete na adrese https://bilakniha.cvut.cz/en/predmet2712906.html