Introduction to Probability 2

Code	Completion	Credits	Range	Language
01UP2	Z,ZK	3	1P+1C	Czech

Course guarantor:

Milan Krbálek

Lecturer:

Milan Krbálek, Michaela Krbálková

Tutor:

Milan Krbálek, Michaela Krbálková

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 2024/2025:

Time-table is not available yet

Time-table for summer semester 2024/2025:

Time-table is not available yet

The course is a part of the following study plans: