- Description:
-
Introduction to the theory of probability, mathematical statistics and computing methods together with their applications of praxis.
- Contents:
-
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, sum of independent random variables.
8. Transformation of random variables.
9. Random vector, covariance and correlation.
10. Central limit theorem.
11. Random sampling and basic statistics.
12. Point estimation, method of maximum likelihood and method of moments, confidence intervals.
13. Confidence intervals and hypotheses testing.
14. Markov chains.
- Seminar contents:
-
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, sum of independent random variables.
8. Transformation of random variables.
9. Random vector, covariance and correlation.
10. Central limit theorem.
11. Random sampling and basic statistics.
12. Point estimation, method of maximum likelihood and method of moments, confidence intervals.
13. Confidence intervals and hypotheses testing.
14. Markov chains.
- Recommended 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.
- Keywords:
- Probability, statistics.
Abbreviations used:
Semester:
- W ... winter semester (usually October - February)
- S ... spring semester (usually March - June)
- W,S ... both semesters
Mode of completion of the course:
- A ... Assessment (no grade is given to this course but credits are awarded. You will receive only P (Passed) of F (Failed) and number of credits)
- GA ... Graded Assessment (a grade is awarded for this course)
- EX ... Examination (a grade is awarded for this course)
- A, EX ... Examination (the award of Assessment is a precondition for taking the Examination in the given subject, a grade is awarded for this course)
Weekly load (hours per week):
- P ... lecture
- C ... seminar
- L ... laboratory
- R ... proseminar
- S ... seminar