Course detail

Mathematics III

FAST-MA04Acad. year: 2016/2017

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

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

Not applicable.

Prerequisites

Basics of the theory of one- and more-functions (derivative, partial derivative, limit and continuous functions, graphs of functions). Calculation of definite integrals, double and triple integrals, knowledge of their basic applications.

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Not applicable.

Assesment methods and criteria linked to learning outcomes

Not applicable.

Course curriculum

1. Continuous and discrete random variable (vector), probability function, density function. Probability.
2. Properties of probability. Cumulative distribution and its properties.
3. Relationships between probability, density and cumulative distributions. Marginal random vector and its distribution.
4. Independent random variables. Numeric characteristics of random variables: mean and variance, standard deviation, variation coefficient, modus, quantiles. Rules for calculating mean and variance.
5. Numeric characteristics of random vectors: covariance, correlation coefficient, covariance and correlation matrices.
6. Some discrete distributions - discrete uniform, alternative, binomial, Poisson - definition, applications.
7. Some continuous distributions - uniform, exponential, normal, multivariate normal - definition applications.
8. Chi-square distribution, Student´s distribution - definition, applications. Random sampling, sample statistics.
9. Distribution of sample statistics. Point estimation of distribution parameters, desirable properties of an estimator - definition, interpretation.
10. Confidence interval for distribution parameters.
11. Fundamentals for testing hypotheses. Tests of hypotheses for normal distribution parameters.
12. Goodness-of-fit tests. Chi - square test. Basics of regression analysis.
13. Linear model.

Work placements

Not applicable.

Aims

The students should get an overview of the 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 Brno, 2011. ISBN 978-80-7204-738-3. (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-P-C-MI Bachelor's

    branch MI , 2 year of study, winter semester, compulsory

Type of course unit

 

Lecture

26 hod., optionally

Teacher / Lecturer

Exercise

26 hod., compulsory

Teacher / Lecturer