Course: Theory of Probability and Mathematical Statistic

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Course title Theory of Probability and Mathematical Statistic
Course code KMF/ZNTP
Organizational form of instruction Lecture + Tutorial
Level of course unspecified
Year of study not specified
Semester Winter and summer
Number of ECTS credits 5
Language of instruction English
Status of course unspecified
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Course availability The course is available to visiting students
Lecturer(s)
  • Marek Jaroslav, Mgr. Ph.D.
Course content
Measurement and integral basics. Definition of the probability. Independent events. Random variables. Random vectors. Common probability distributions. Independent random variables. Limit theorems. Parameters estimation. Confidence intervals for expected value and for variance. Hypothesis testing. Regression analysis. Correlation analysis. Analysis of Variance.

Learning activities and teaching methods
Monologic (reading, lecture, briefing)
Learning outcomes
The aim of the course is to acquaint the students with theory of probability and statistical principles in order to apply it in real situations.
Student will be able to use statistical methods and theory of probability in real situations.
Prerequisites
Good mathematical skills. Good integral and differential calculus knowledge.

Assessment methods and criteria
Oral examination, Written examination

The credit is granted upon completion of following conditions: active participation in seminars (labs); max. 3 absences. The examination comprises of three parts: written theory and practical tests; at least 51% success rate in each part is required; successful speaking test.
Recommended literature
  • Fahrmeir und koll. Statistik. Springer - Verlag. Berlin, 2004.
  • Kubanová, J., Linda, B. Sbírka příkladů z pravděpodobnosti. Statis, 2004.
  • Kubanová, J. Statistické metody pro ekonomickou a technickou praxi. Statis, 2004.
  • Sirvastava, M., S. Methods of multoivariate statistics. Wiley, New York, 2002.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester