Course Details
Probability and mathematical statistics
Academic Year 2024/25
Course Guarantor
Institute
Language of instruction
Czech
Credits
4 credits
Semester
summer
Forms and criteria of assessment
course-unit credit
Offered to foreign students
Not to offer
Course on BUT site
Lecture
13 weeks, 3 hours/week, elective
Syllabus
1.–8. 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.
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.