Probability Methods in Engineering I
Code | Completion | Credits | Range |
---|---|---|---|
W01A011 | ZK | 60B |
- Garant předmětu:
- Lecturer:
- Tutor:
- Supervisor:
- Department of Technical Mathematics
- Synopsis:
-
Advanced course of probability theory, involves such notions as probability space, random variable, random vector and its probability characteristics and distributions, limit theorems. In the second part, the basic principles of statistical inference will be treated.
- Requirements:
- Syllabus of lectures:
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1 Classical definition of probability, probability space
2 Random variable, probability distribution
3 Probability characteristics of random variable
4 Discrete and continuous models
5 Random vector, characteristics
6 Distribution of transformed variable
7 Law of large numbers, central limit theorems
8 Statistical inference
9 Basic sample characteristics
10 Point and interval estimation. Methods of construction
11 Testing of statistical hypothesis.
12 Nonparametric tests, goodness-of-fit tests
13 ANOVA
14 Regression model, analysis of residuals
- Syllabus of tutorials:
-
1 Classical definition of probability, probability space
2 Random variable, probability distribution
3 Probability characteristics of random variable
4 Discrete and continuous models
5 Random vector, characteristics
6 Distribution of transformed variable
7 Law of large numbers, central limit theorems
8 Statistical inference
9 Basic sample characteristics
10 Point and interval estimation.
Methods of construction
11 Testing of statistical hypothesis.
12 Nonparametric tests, goodness-of-fit tests
13 ANOVA
14 Regression model, analysis of residuals
- Study Objective:
- Study materials:
-
Mukhopadhyay N.: Probability and statistical inference. M. Dekker Inc., 2001.
- Note:
- Further information:
- No time-table has been prepared for this course
- The course is a part of the following study plans: