MU20009 Probability and Statistics I

Mathematical Institute in Opava
Winter 2021
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Oldřich Stolín, Ph.D. (lecturer)
doc. Ing. Petr Seďa, Ph.D. (seminar tutor)
Guaranteed by
RNDr. Oldřich Stolín, Ph.D.
Mathematical Institute in Opava
Timetable
Tue 14:45–16:20 RZ
  • Timetable of Seminar Groups:
MU20009/01: Thu 10:35–12:10 R1, P. Seďa
Prerequisites (in Czech)
MU20002 Mathematical Analysis II && TYP_STUDIA(B)
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The main goal of this two-semestral course is to introduce the fundamental notions and principles of probability theory and mathematical statistics. The first part of the course is devoted to the explanation of the fundamentals of probability theory and its relation to mathematical statistics.
Syllabus
  • 1. Finite probability spaces.
    2. Elementary statistics.
    3. Abstract probability spaces.
    4. Numerical characteristic of random variables.
    5. Independence.
    6. Limit theorems.
    7. Point estimation.
    8. Characteristic functions.
    9. Interval estimation.
    10. Statistical hypothesis testing.
    11. Random vectors.
    12. Correlation and regression.
Literature
    required literature
  • K. Zvára, J. Štěpán. Pravděpodobnost a matematická statistika. Praha, 2012. ISBN 978-80-7378-218-4. info
  • S.Dineen. Probability Theory in Finance: A Mahematical Guide to the Black-Sholes Formula. 2005. ISBN 0-8218-3951-9. info
  • Z. Riečanová a kol. Numerické metody a matematická štatistika. Alfa, Bratislava, 1987. ISBN 063-559-87. info
    recommended literature
  • T. Neubrunn, B. Riečan. Miera a integrál. Bratislava, 1981. info
    not specified
  • J. Anděl. Matematika náhody. Matfyzpress, Praha, 2000. ISBN 80-85863-52-9. info
Language of instruction
Czech
Further comments (probably available only in Czech)
Study Materials
The course can also be completed outside the examination period.
Teacher's information
The final exam consists of a written (at least 60%) and an oral part (2 theoretical questions). To obtain the pre-exam credits it is neccessary to actively participate in seminars on a regular basis and passing two written tests (60% at least).
The course is also listed under the following terms Winter 2020, Winter 2022, Winter 2023, Winter 2024.
  • Enrolment Statistics (Winter 2021, recent)
  • Permalink: https://is.slu.cz/course/sumu/winter2021/MU20009