MU:MU20009 Probability and Statistics I - Course Information
MU20009 Probability and Statistics I
Mathematical Institute in OpavaWinter 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:
- 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
- Mathematical Methods and Modelling (programme MU, Bc-M)
- Mathematical Methods in Economics (programme MU, Bc-M)
- Mathematical Methods in Risk Management (programme MU, Bc-M)
- General Mathematics (programme MU, Bc-M)
- 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.
- 1. Finite probability spaces.
- 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).
- Enrolment Statistics (Winter 2021, recent)
- Permalink: https://is.slu.cz/course/sumu/winter2021/MU20009