Subject description - B0B01STP
Summary of Study |
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List of Roles |
Explanatory Notes
Instructions
B0B01STP | Statistics and Probability | ||
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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.htmlAnotation:
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) |