MU20009 Probability and Statistics I

Mathematical Institute in Opava
Winter 2024
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. Ing. Petr Seďa, Ph.D. (lecturer)
doc. Ing. Petr Seďa, Ph.D. (seminar tutor)
Guaranteed by
doc. Ing. Petr Seďa, Ph.D.
Mathematical Institute in Opava
Timetable
Thu 8:55–10:30 R2
  • Timetable of Seminar Groups:
MU20009/01: Thu 10:35–12:10 R2, 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 one-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. Interval estimation.
    9. Statistical hypothesis testing.
    10. Random vectors, correlation and regression.
Literature
    required literature
  • ROHATGI, V. K. and A. K. M. E. SALEH. An Introduction to Probability and Statistics. 3rd edition. Hoboken, New Jersey: John Wiley & Sons, Inc., 2015, 689 pp. ISBN 978-1-118-79964-2. info
  • K. Zvára, J. Štěpán. Pravděpodobnost a matematická statistika. Praha, 2012. ISBN 978-80-7378-218-4. info
  • DEKKING, Frederik Michel, Cornelis KRAAIKAMP, Hendrik Paul LOPUHAÄ and Ludolf Erwin MEESTER. A Modern Introduction to Probability and Statistics, Understanding Why and How. London: Springer London, 2005. Available from: https://dx.doi.org/10.1007/1-84628-168-7. URL info
  • Z. Riečanová a kol. Numerické metody a matematická štatistika. Alfa, Bratislava, 1987. ISBN 063-559-87. info
    recommended literature
  • S.Dineen. Probability Theory in Finance: A Mahematical Guide to the Black-Sholes Formula. 2005. ISBN 0-8218-3951-9. info
  • J. Anděl. Matematika náhody. Matfyzpress, Praha, 2000. ISBN 80-85863-52-9. info
  • T. Neubrunn, B. Riečan. Miera a integrál. Bratislava, 1981. 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 (minimum 60% success rate) and an oral part (2 theoretical questions). To obtain the pre-exam credits it is necessary to actively participate in seminars on a regular basis and pass one written test (minimum 67% success rate).
The course is also listed under the following terms Winter 2020, Winter 2021, Winter 2022, Winter 2023.
  • Enrolment Statistics (recent)
  • Permalink: https://is.slu.cz/course/sumu/winter2024/MU20009