Course detail
Mathematics III
FAST-MA04Acad. year: 2014/2015
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 statistical hypotheses, tests of distribution parameters, goodness-of-fit tests, basics of regression analysis.
Language of instruction
Number of ECTS credits
Mode of study
Guarantor
Department
Learning outcomes of the course unit
Prerequisites
Co-requisites
Planned learning activities and teaching methods
Assesment methods and criteria linked to learning outcomes
An exam with a pass rate of at least 50% will follow. The examination will be only a written one lasting 90 minutes and consisting of 3 practical problems to calculate and one problem with questions about the theoretical background.
Course curriculum
2. Properties of probability. Cumulative distribution and its properties.
3. Relationships between probability, density and cumulative distributions. Marginal random vector and its distribution.
4. Independent random variables. Numeric characteristics of random variables: mean and variance, standard deviation, variation coefficient, modus, quantiles. Rules for calculating 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, applications.
7. Some continuous distributions - uniform, exponential, normal, multivariate normal - definition applications.
8. Chi-square distribution, Student´s distribution - definition, applications. Random sampling, sample statistics.
9. Distribution of sample statistics. Point estimation of distribution parameters, desirable properties of an estimator - definition, interpretation.
10. Confidence interval for distribution parameters.
11. Fundamentals for testing hypotheses. Tests of hypotheses for normal distribution parameters.
12. Goodness-of-fit tests. Chi - square test. Basics of regression analysis.
13. Linear model.
Work placements
Aims
Specification of controlled education, way of implementation and compensation for absences
Recommended optional programme components
Prerequisites and corequisites
Basic literature
KOUTKOVÁ, Helena, MOLL, Ivo: Základy pravděpodobnosti. CERM Brno, 2011. ISBN 978-80-7204-738-3. (CS)
KOUTKOVÁ, Helena: M03 Základy teorie odhadu a M04 Základy testování hypotéz. FAST VUT, Brno, 2004. [https://intranet.fce.vutbr.cz/pedagog/predmety/opory.asp] (CS)
KOUTKOVÁ, Helena: Základy teorie odhadu. CERM, Brno, 2007. ISBN 978-80-7204-527-3. (CS)
KOUTKOVÁ, Helena: Základy testování hypotéz. CERM, Brno, 2007. ISBN 978-80-7204-528-0. (CS)
Recommended reading
WALPOLE, R.E., MYERS, R.H.: Probability and Statistics for Engineers and Scientists. Macmillan Publishing Company, New York, 1990. ISBN 0-02-946910-4. (EN)
Classification of course in study plans
Type of course unit
Lecture
Teacher / Lecturer
Syllabus
2. Properties of probability. Cumulative distribution and its properties.
3. Relationships between probability, density and cumulative distributions. Marginal random vector and its distribution.
4. Independent random variables. Numeric characteristics of random variables: mean and variance, standard deviation, variation coefficient, modus, quantiles. Rules for calculating 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, applications.
7. Some continuous distributions - uniform, exponential, normal, multivariate normal - definition applications.
8. Chi-square distribution, Student´s distribution - definition, applications. Random sampling, sample statistics.
9. Distribution of sample statistics. Point estimation of distribution parameters, desirable properties of an estimator - definition, interpretation.
10. Confidence interval for distribution parameters.
11. Fundamentals for testing hypotheses. Tests of hypotheses for normal distribution parameters.
12. Goodness-of-fit tests. Chi - square test. Basics of regression analysis.
13. Linear model.
Exercise
Teacher / Lecturer
Syllabus
2. Probability and density distributions. Probability.
3. Cumulative distribution. Relationships between probability, density and cumulative distributions.
4. Transformation of random variable.
5. Marginal and simultaneous random vector. Independence of random variables.
6. Calculating the mean, variance, standard deviation, variation coefficient, modus, and quantiles of a random variable. Calculation rules for mean and variance.
7. Correlation coefficient. Test.
8. Calculating probability in some cases of discrete probability distributions - alternative, binomial, Poisson.
9. Calculating probability for a normal distribution. Work with statistical tables.
10. Calculation of sample statistics. Applications for their distribution.
11.Confidence interval for normal distribution parameters.
12. Tests of hypotheses for normal distribution parameters.
13. Goodness-of-fit tests.