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Probability and Statistics

Type of study Follow-up Master
Language of instruction Czech
Code 470-4405/01
Abbreviation PS
Course title Probability and Statistics
Credits 6
Coordinating department Department of Applied Mathematics
Course coordinator Ing. Martina Litschmannová, Ph.D.

Subject syllabus

1) Introduction to Probability Theory
2) Discrete random variable
3) Selected distributions of discrete random variables
4) Continuous random variable
5) Selected distributions of continuous random variables
6) Limit Theorems
7) Introduction to statistics, exploratory analysis
8) The survey, random sampling and basic sample characteristics
9) Introduction to estimation theory
10) Introduction to hypothesis testing (principle)
11) Hypotheses testing - mean, probability, variance (one-sample and two-sample tests)
12) Analysis of variance (verification normality, ANOVA and Kruskal-Wallis test)
13) Tests of independence
14) Summary

E-learning

Materials are available at https://lms.vsb.cz/?lang=en to students of the course.

Literature

BERTSEKAS, Dimitri P. a TSISIKLIS, John N. Introduction to probability. Second edition. Nashua, NH: Athena Scientific, [2008]. ISBN 978-1886529236 .
JAMES, Gareth; WITTEN, Daniela; HASTIE, Trevor a TIBSHIRANI, Robert. An introduction to statistical learning: with applications in R. Second edition. Springer texts in statistics. New York: Springer, [2021]. ISBN 978-1071614174 .

Advised literature

WHEELAN, Charles. Naked Statistics: Stripping the Dread from the Data. W. W. Norton & Company, 2014. ISBN 978-0393347777 .