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Probability Theory

* Exchange students do not have to consider this information when selecting suitable courses for an exchange stay.

Course Unit Code639-2001/02
Number of ECTS Credits Allocated5 ECTS credits
Type of Course Unit *Compulsory
Level of Course Unit *First Cycle
Year of Study *Second Year
Semester when the Course Unit is deliveredWinter Semester
Mode of DeliveryFace-to-face
Language of InstructionCzech
Prerequisites and Co-Requisites Course succeeds to compulsory courses of previous semester
Name of Lecturer(s)Personal IDName
HAL37Ing. Mgr. Petra Halfarová, Ph.D.
TOS012Ing. Filip Tošenovský, Ph.D.
Summary
The explanation of basic terms and methods needed when analysing experimental data and consequential subjects (mathematical statistics, econometrics, time series, design of experiments) and some other special methods of quality control.
The main chapters are: random variable, random vector and function of random variable. The explanation is aimed at the description and qualities of basic terms and possibilities of their application.
Learning Outcomes of the Course Unit
Knowledge of elementary terms of the probability theory: random variable, random vector, random variable function
Understanding of properties of elementary terms and their relations
Creating theoretical foundation for subsequent school subjects
Course Contents
1. Algebra of Events.
2. Definitions of Probability.
3. Basic Theorems about Probability.
4. Repeated Independent Experiments.
5. Repeated Dependent Experiments.
6. Random Variable, Distribution Function.
7. Distributions of Discret Random Variables.
8. Distributions of Continuous Random Variables.
9. Law of Large Numbers.
10. Characteristics of Random Variables.
11. Function of Random Variable.
12. Random Vector.
Recommended or Required Reading
Required Reading:
DOKUCHAEV, N. Probability Theory. NY: World Scientific Publishing, 2010. ISBN 978-9814678025.

TOŠENOVSKÝ, J. Teorie pravděpodobnosti. Ostrava: VŠB - Technická univerzita Ostrava, 2012. ISBN 978-80-248-2591-5. Dostupné z: http://www.person.vsb.cz/archivcd/FMMI/PST/index.htm
HRON, K. a P. KUNDEROVÁ. Základy počtu pravděpodobnosti a metody matematické statistiky. Olomouc: Univerzita Palackého, 2015. ISBN 978-80-244-4774-2.
DOKUCHAEV, N. Probability Theory. NY: World Scientific Publishing, 2010. ISBN 978-9814678025.

Recommended Reading:
MEESTER, R. A Natural Introduction to Probability Theory. Amsterdam: Birkhäuser Actar, 2010. ISBN 376-43-8723-8.

ŠTĚPÁN, J. Teorie pravděpodobnosti. Praha: Akademia, 1987. ISBN 80-210-3313-4.
TOŠENOVSKÝ, J. Základy statistického zpracování dat. Ostrava: VŠB-Technická univerzita Ostrava, 2015. ISBN 978-80-248-3733-8.
ANDĚL, J. Základy matematické statistiky. Praha: MATFYZPRESS, 2011. ISBN 978-80-737-8162-0.
Planned learning activities and teaching methods
Lectures, Tutorials
Assesment methods and criteria
Task TitleTask TypeMaximum Number of Points
(Act. for Subtasks)
Minimum Number of Points for Task Passing
Credit and ExaminationCredit and Examination100 (100)51
        CreditCredit40 20
        ExaminationExamination60 31