Statistics and Probability

The course is not on the list Without time-table

Code	Completion	Credits	Range
B0B01STP	Z,ZK	5	2P+2S

Course guarantor:

Lecturer:

Tutor:

Supervisor:

Department of Mathematics

Synopsis:

The aim of the course is to introduce students to the fundamentals of probability theory and mathematical statistics, their computational methods as well as applications of these mathematical tools to practical examples.

Requirements:

Syllabus of lectures:

1. Random events, probability, probability space.

2. Conditional probability, Bayes' theorem, independent events.

3. Random variable - definition, distribution function.

4. Characteristics of random variables.

5. Discrete random variable - examples and usage.

6. Continuous random variable - examples and usage.

7. Independence of random variables, covariance, and correlation.

8. Sum of independent random variables, convolution.

9. Random vector.

10. Central limit theorem.

11. Basic concepts in statistics.

12. Point estimation, method of moments, and method of maximum likelihood.

13. Confidence intervals.

14. Hypotheses testing.

Syllabus of tutorials:

Study Objective:

Study materials:

[1] Papoulis, A.: Probability and Statistics, Prentice-Hall, 1990.

[2] Stewart W.J.: Probability, Markov Chains, Queues, and Simulation: The Mathematical Basis of Performance Modeling. Princeton University Press 2009.

Note:

Further information:

https://math.fel.cvut.cz/en/people/heliskat/01pst.html

No time-table has been prepared for this course

The course is a part of the following study plans:

Electrical Engineering, Power Engineering and Management - Applied Electrical Engineering 2016 (compulsory course in the program)
Electrical Engineering, Power Engineering and Management - Electrical Engineering and Management (compulsory course in the program)
Electrical Engineering, Power Engineering and Management (compulsory course in the program)
Medical electronics and bioinformatics (compulsory course in the program)
Electronics and Communications 2018 (compulsory course in the program)
Electrical Engineering, Power Engineering and Management (compulsory course of the branch)
Electrical Engineering, Power Engineering and Management - Applied Electrical Engineering 2018 (compulsory course of the branch)