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

Mathematical Statistics I

Login to KOS for course enrollment Display time-table
Code Completion Credits Range Language
D01MS1_EN ZK 2P English
Garant předmětu:
Daniela Jarušková
Lecturer:
Daniela Jarušková
Tutor:
Supervisor:
Department of Mathematics
Synopsis:

Random sample. Idea of statistical inference. Random variables and their distribution. Normal distribution. Central limit theorem. Multiple distribution. Independence. Correlation. Theory of estimation. – point and interval estimate. Hypotheses testing. Test statistic and statistical decision. P-value. Simple linear regression – parameters estimation, hypotheses testing, prediction intervals, regression diagnostic. Simulation independent realizations of random variables.

Requirements:
Syllabus of lectures:

1. Basic ideas of statistical inference.

2. Basic notions of probability calculus.

3. Discrete and continuous random variables and its distribution.

4. Multivariate distrbutions and estimation of their parameters.

5. Hypotheses testing (one-sample and two sample problems), one-way analysis of variance. Goodness of fit tests.

6. Linear regression.

7. Generation of several types of random variables. Method of inverse transformation.

8. Application to assessing structure reliability

Syllabus of tutorials:
Study Objective:

Basic knowledge of mathematical statistics.

Study materials:

Jay Devore: Probability and Statistics for Engineering and the Sciences

Note:
Time-table for winter semester 2023/2024:
Time-table is not available yet
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 2024-05-16
Aktualizace výše uvedených informací naleznete na adrese https://bilakniha.cvut.cz/en/predmet6087706.html