Skip to main content
Skip header
Ukončeno v akademickém roce 2020/2021

Probability and Statistics

Type of study Follow-up Master
Language of instruction Czech
Code 470-4405/03
Abbreviation PS
Course title Probability and Statistics
Credits 4
Coordinating department Department of Applied Mathematics
Course coordinator Ing. Martina Litschmannová, Ph.D.

Osnova předmětu

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)

Povinná literatura

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 .

Doporučená literatura

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