Course detail
Probability and mathematical statistics
FAST-DA62Acad. year: 2015/2016
Continuous and discrete random variables (vectors), probability function, density function, probability, cumulative distribution, independent random variables, characteristics of distribution, transformation of random variables, conditional distribution, conditional mean, special distributions.
Random sampling, statistic, point estimate of distribution parameters and their functions, desirable properties of an estimator, estimator of correlation matrix, confidence interval for distribution parameter, fundamentals for testing hypotheses, tests of hypotheses for distribution parameters - one-sample analysis, two-sample analysis, goodness-of-fit test.
Language of instruction
Mode of study
Guarantor
Department
Learning outcomes of the course unit
Prerequisites
Co-requisites
Planned learning activities and teaching methods
Assesment methods and criteria linked to learning outcomes
Course curriculum
9. - 13. Random sampling, statistic, point estimate of distribution parameters and their functions, desirable properties of an estimator, estimator of correlation matrix, confidence interval for distribution parameter, fundamentals for testing hypotheses, tests of hypotheses for distribution parameters - one-sample analysis, two-sample analysis, goodness-of-fit test.
Work placements
Aims
Specification of controlled education, way of implementation and compensation for absences
Recommended optional programme components
Prerequisites and corequisites
Basic literature
Recommended reading
Classification of course in study plans
- Programme D-K-C-SI (N) Doctoral
branch FMI , 1 year of study, summer semester, elective
branch KDS , 1 year of study, summer semester, elective
branch MGS , 1 year of study, summer semester, elective
branch PST , 1 year of study, summer semester, elective
branch VHS , 1 year of study, summer semester, elective - Programme D-K-E-CE (N) Doctoral
branch FMI , 1 year of study, summer semester, elective
branch KDS , 1 year of study, summer semester, elective
branch MGS , 1 year of study, summer semester, elective
branch PST , 1 year of study, summer semester, elective
branch VHS , 1 year of study, summer semester, elective - Programme D-P-C-SI (N) Doctoral
branch FMI , 1 year of study, summer semester, elective
branch KDS , 1 year of study, summer semester, elective
branch MGS , 1 year of study, summer semester, elective
branch PST , 1 year of study, summer semester, elective
branch VHS , 1 year of study, summer semester, elective - Programme D-P-E-CE (N) Doctoral
branch FMI , 1 year of study, summer semester, elective
branch KDS , 1 year of study, summer semester, elective
branch MGS , 1 year of study, summer semester, elective
branch PST , 1 year of study, summer semester, elective
branch VHS , 1 year of study, summer semester, elective