Course detail

Mathematics III

FAST-BA04Acad. year: 2011/2012

Discrete and continuous random variable and vector, probability, distribution function, independence of random variables, number characteristics of random variables and vectors, special distribution laws. Random sample, point estimate of an unknown distribution parameter and its properties, interval estimate of a distribution parameter, testing of statistical hypotheses, tests of distribution parameters, goodness-of-fit tests, basics of regression analysis, analysis of variance

Language of instruction

Czech

Number of ECTS credits

5

Mode of study

Not applicable.

Department

Institute of Mathematics and Descriptive Geometry (MAT)

Learning outcomes of the course unit

Student will be able to solve simple practical probability problems and to use basic statistical methods from the fields of interval estimates, testing parametric and non-parametric statistical hypotheses, and linear models.

Prerequisites

The students should be familiar with the subjects taught in the Mathematics I and Mathematics II courses.

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Not applicable.

Assesment methods and criteria linked to learning outcomes

Requirements for successful completion of the subject are specified by guarantor’s regulation updated for every academic year.

Course curriculum

1. Continuous and discrete random variable (vector), probability function, density function. Probabilty.
2. Properties of probabilty. Cumulative distribution and its properties.
3. Relationships between probabilty, density and cumulative distributions. Marginal distribution.
4. Independent random variables. Charakteristics of random variables : mean and variance,percentiles. Rules of calculation mean and variance.
5.Charakteristics of random variables: covariance, correlation coefficient. Correlation matrices.
6.Some discrete distributions - discrete uniform, alternative, binomial, Poisson - definitoin, using.
7. Some continuous distributions - continuous uniform, exponential, normal.
8. Chi-squared distribution, Student´s distribution - definition, using . Random sampling, statistic.
9. Point estimate of distribution parameter, desirable properties of an estimator.
10. Confidence interval for distribution parameter.
11. Fundamentals for testing hypotheses. Tests of hypotheses for normal distribution parameters.
12. Goodness-of-fit test. Basics of regression analysis.
13. Linear model.
___________________________________
Practice:
1. Empirical probability and density distributions. Histogram.
2. Probability and density distributions. Probability.
3. Cumulative distribution. Relationships between probabilty, density and cumulative distributions.
5. Function of random variable.
6. Calculation of mean, variance and percentiles of random variable. Calculation rules of mean and variance.
7. Correlation coefficient.
8. Calculation of probability in some cases of discrete probability distributions - alternative, binomial, Poisson.
9. Calculation of probability in case of normal distribution. Work with statistical tables.
10. Calculkation of sample statistcs.
11.Confidence interval for normal distribution parametres.
12. Tests of hypotheses for normal distribution parametres.
13. Goodness-of-fit test.

Work placements

Not applicable.

Aims

The students should get an overview of teh basic properties of probability to be able to deal with simple practical problems in probability. They should get familiar with the basic statistical methods used for interval estimates, testing statistical hypotheses, and linear model.

Specification of controlled education, way of implementation and compensation for absences

Extent and forms are specified by guarantor’s regulation updated for every academic year.

Recommended optional programme components

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

KOUTKOVÁ, Helena, DLOUHY, Oldřich: Sbírka příkladů z pravděpodobnosti a matematické statistiky. CERM Brno, 2011. ISBN 978-80-7204-740-6. (CS)
KOUTKOVÁ, Helena, MOLL, Ivo: Základy pravděpodobnosti. CERM, 2011. ISBN 978-80-7204-783-3. (CS)
KOUTKOVÁ, Helena: M03 Základy teorie odhadu a M04 Základy testování hypotéz. FAST VUT, Brno, 2004. [https://intranet.fce.vutbr.cz/pedagog/predmety/opory.asp] (CS)
KOUTKOVÁ, Helena: Základy teorie odhadu. CERM, Brno, 2007. ISBN 978-80-7204-527-3. (CS)
KOUTKOVÁ, Helena: Základy testování hypotéz. CERM, Brno, 2007. ISBN 978-80-7204-528-0. (CS)

Recommended reading

ANDĚL, Jiří: Statistické metody. MATFYZPRESS, Praha, 2007. ISBN 8-07-378003-8. (CS)
WALPOLE, R.E., MYERS, R.H.: Probability and Statistics for Engineers and Scientists. Macmillan Publishing Company, New York, 1990. ISBN 0-02-946910-4. (EN)

Classification of course in study plans

  • Programme B-K-C-SI Bachelor's

    branch E , 3 year of study, winter semester, compulsory
    branch K , 3 year of study, winter semester, compulsory
    branch M , 3 year of study, winter semester, compulsory
    branch S , 3 year of study, winter semester, compulsory
    branch V , 3 year of study, winter semester, compulsory

  • Programme B-P-C-SI Bachelor's

    branch E , 3 year of study, winter semester, compulsory
    branch K , 3 year of study, winter semester, compulsory
    branch M , 3 year of study, winter semester, compulsory
    branch S , 3 year of study, winter semester, compulsory
    branch V , 3 year of study, winter semester, compulsory

  • Programme B-P-E-SI Bachelor's

    branch E , 3 year of study, winter semester, compulsory
    branch K , 3 year of study, winter semester, compulsory
    branch M , 3 year of study, winter semester, compulsory
    branch S , 3 year of study, winter semester, compulsory
    branch V , 3 year of study, winter semester, compulsory

Type of course unit

 

Lecture

26 hod., optionally

Teacher / Lecturer

Exercise

26 hod., compulsory

Teacher / Lecturer