FAST-BAA004Acad. year: 2020/2021
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 of statistical hypotheses, tests of distribution parameters, goodness-of-fit tests, basics of regression analysis.
Institute of Mathematics and Descriptive Geometry (MAT)
Learning outcomes of the course unit
Student will be able to solve simple practical probability problems and to use basic statistical methods from the fields of interval estimates, testing parametric and non-parametric statistical hypotheses, and linear models.
Basic knowledge of the theory of one and more functions (derivative, partial derivative, limit and continuous functions, graphs of functions). Ability to calculate definite integrals, double and triple integrals and knowledge of their basic applications.
Recommended optional programme components
Recommended or required reading
Planned learning activities and teaching methods
Assesment methods and criteria linked to learning outcomes
Language of instruction
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.
4. Independent random variables. Numeric characteristics of random variables: mean and variance, standard deviation, variation coefficient, modus, quantiles. Rules of calculation 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, using.
7. Some continuous distributions - continuous uniform, exponential, normal, multivariate normal - definition applications.
8. Chi-square distribution, Student´s distribution - definition, using. Random sampling, sample statistics.
9. Distribution of sample statistics. Point estimation of distribution parameters, desirable properties of an estimator.
10. Confidence interval for distribution parameters.
11. Fundamentals of hypothesis testing. Tests of hypotheses for normal distribution parameters.
12. Goodness-of-fit tests. Chi - square test. Basics of regression analysis.
13. Linear model.
The students should get an overview of teh 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.
Classification of course in study plans
- Programme BPC-MI Bachelor's, 2. year of study, winter semester, 5 credits, compulsory
- Programme BPC-SI Bachelor's
specialization S , 3. year of study, winter semester, 5 credits, compulsory
specialization M , 3. year of study, winter semester, 5 credits, compulsory
specialization E , 3. year of study, winter semester, 5 credits, compulsory
- Programme BPA-SI Bachelor's, 3. year of study, winter semester, 5 credits, compulsory
- Programme BKC-SI Bachelor's, 3. year of study, winter semester, 5 credits, compulsory
- Programme BPC-SI Bachelor's
- Programme BPC-EVB Bachelor's, 3. year of study, winter semester, 5 credits, compulsory