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Ukončeno v akademickém roce 2023/2024

Probability

Type of study Bachelor
Language of instruction English
Code 470-2405/02
Abbreviation PRA
Course title Probability
Credits 7
Coordinating department Department of Applied Mathematics
Course coordinator Ing. Jan Kracík, Ph.D.

Osnova předmětu

Lectures:

Probability space
Conditional probability, independent random events, law of total probability, Bayes' theorem
Conditional independence of random events
Random variable, probability distribution, numerical characteristics
Selected discrete distributions
Selected continuous distributions
Multivariate random variable, probability distribution, numerical characteristics
Independece of random variables, conditional independence
Multivariate normal distribution
Convergence of random variables
Limit theorems
Transformations of random variables, sum of random variables, sampling

Excercises will follow the content of the lectures. During the excercises students will learn basics of R language.

Povinná literatura

RAO, C. RADHAKRISHNA. Linear statistical inference and its applications. 2. ed., paperback ed. New York: Wiley, 2002. ISBN 0471218758 .

Doporučená literatura

TEETOR, Paul. R cookbook. Sebastopol, CA: O'Reilly, 2011. ISBN 9780596809157