Subject description - B0B01STP

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B0B01STP Statistics and Probability
Roles:P, PZ Extent of teaching:2P+2S
Department:13101 Language of teaching:
Guarantors:Helisová K. Completion:Z,ZK
Lecturers:Helisová K., Staněk J. Credits:5
Tutors:Too many persons Semester:L

Web page:

https://math.fel.cvut.cz/en/people/heliskat/01pst.html

Anotation:

The aim of the course is to introduce students to the fundamentals of probability theory and mathematical statistics, their computational methods as well as applications of these mathematical tools to practical examples.

Course outlines:

1. Random events, probability, probability space.
2. Conditional probability, Bayes' theorem, independent events.
3. Random variable - definition, distribution function.
4. Characteristics of random variables.
5. Discrete random variable - examples and usage.
6. Continuous random variable - examples and usage.
7. Independence of random variables, covariance, and correlation.
8. Sum of independent random variables, convolution.
9. Random vector.
10. Central limit theorem.
11. Basic concepts in statistics.
12. Point estimation, method of moments, and method of maximum likelihood.
13. Confidence intervals.
14. Hypotheses testing.

Exercises outline:

Literature:

[1] Papoulis, A.: Probability and Statistics, Prentice-Hall, 1990.
[2] Stewart W.J.: Probability, Markov Chains, Queues, and Simulation: The Mathematical Basis of Performance Modeling. Princeton University Press 2009.

Requirements:

Subject is included into these academic programs:

Program Branch Role Recommended semester
BPEK_2018 Common courses P 4
BPBIO_2018 Common courses P 4
BPEK_2016 Common courses P 4
BPEEM_BO_2018 Common courses PZ 4
BPEEM1_2018 Applied Electrical Engineering PZ 4
BPEEM1_2016 Applied Electrical Engineering P 4
BPEEM_BO_2016 Common courses P 4
BPEEM2_2016 Electrical Engineering and Management P 4


Page updated 16.5.2025 17:53:23, semester: Z/2024-5, L/2025-6, Z/2026-7, L/2024-5, L/2026-7, Z/2025-6, Send comments about the content to the Administrators of the Academic Programs Proposal and Realization: I. Halaška (K336), J. Novák (K336)