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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024

Introduction to Probability 2

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Code Completion Credits Range Language
01UP2 Z,ZK 3 1P+1C Czech
Garant předmětu:
Milan Krbálek
Lecturer:
Milan Krbálek
Tutor:
Milan Krbálek
Supervisor:
Department of Mathematics
Synopsis:

1. One-dimensional continuous random variable and its statistical description.

2. Distribution function and probability density.

3. Axiomatic introduction of probability and connection to measure theory.

4. Numerical characteristics of continuous random variables.

5. Selected variants of continuous distributions and their characteristics.

6. Elementary methods for point estimations.

7. Generating pseudorandom numbers from the selected distribution.

Requirements:
Syllabus of lectures:

1. One-dimensional continuous random variable and its statistical description.

2. Distribution function and probability density.

3. Axiomatic introduction of probability and connection to measure theory.

4. Numerical characteristics of continuous random variables.

5. Selected variants of continuous distributions and their characteristics.

6. Elementary methods for point estimations.

7. Generating pseudorandom numbers from the selected distribution.

Syllabus of tutorials:
Study Objective:
Study materials:

Key references:

[1] Jacod, J., Protter, P.: Probability Essentials, Springer, New York, 2004.

[2] Pishro-Nik, H.: Introduction to Probability, Statistics, and Random Processes. Kappa Research, LLC, 2014.

[3] Tucker, H. G.: Probability and Mathematical Statistics. Academic Press, London 1963.

Recommended references:

[4] Lehmann, E. L., Casella, G.: Theory of Point Estimation, 2nd Ed., Springer-Verlag, New York, 1998.

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 2024-06-25
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