Introduction to Probability 2
Code | Completion | Credits | Range | Language |
---|---|---|---|---|
01UP2 | Z,ZK | 3 | 1P+1C | Czech |
- Garant předmětu:
- Lecturer:
- Tutor:
- Supervisor:
- Department of Mathematics
- Synopsis:
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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:
- Further information:
- No time-table has been prepared for this course
- The course is a part of the following study plans:
-
- Fyzikální inženýrství - Počítačová fyzika (elective course)
- Aplikace informatiky v přírodních vědách (elective course)
- Aplikované matematicko-stochastické metody (compulsory course in the program)
- Aplikovaná informatika (compulsory course in the program)
- Fyzikální inženýrství - Fyzikální inženýrství materiálů (elective course)
- Fyzikální inženýrství - Fyzika plazmatu a termojaderné fúze (elective course)
- Fyzikální inženýrství - Inženýrství pevných látek (elective course)
- Jaderná a částicová fyzika (elective course)
- Fyzikální inženýrství - Laserová technika a fotonika (elective course)
- Vyřazování jaderných zařízení z provozu (elective course)
- Physical Engineering - Computational physics (elective course)
- Nuclear and Particle Physics (elective course)