Probability and Statistics
| Type of study | Follow-up Master |
|---|---|
| Language of instruction | English |
| Code | 470-4405/02 |
| 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) Random Vector
8) Introduction to statistics, exploratory analysis
9) The survey, random sampling and basic sample characteristics
10) Introduction to estimation theory
11) Introduction to hypothesis testing (principle)
12) Hypotheses testing - mean, probability, variance (one-sample and two-sample tests)
13) Analysis of variance (verification normality, ANOVA and Kruskal-Wallis test)
14) Non-Parametric Hypothesis Tests
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) Random Vector
8) Introduction to statistics, exploratory analysis
9) The survey, random sampling and basic sample characteristics
10) Introduction to estimation theory
11) Introduction to hypothesis testing (principle)
12) Hypotheses testing - mean, probability, variance (one-sample and two-sample tests)
13) Analysis of variance (verification normality, ANOVA and Kruskal-Wallis test)
14) Non-Parametric Hypothesis Tests
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 .
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 .