Basics of Stochastics
| Code | Completion | Credits (ECTS) | Range |
|---|---|---|---|
| 2013066 | Z | 2 | 0P+2C |
- Course guarantor:
- Gejza Dohnal
- Lecturer:
- Gejza Dohnal, Ondřej Vozár
- Tutor:
- Gejza Dohnal, Ondřej Vozár
- Supervisor:
- Department of Technical Mathematics
- Synopsis:
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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 2026/2027:
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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 Fri - Time-table for summer semester 2026/2027:
- Time-table is not available yet
- The course is a part of the following study plans:
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- B TZSI 2021 - prezenční (compulsory elective course)