Course detail
Mathematics III
FAST-MA04Acad. year: 2016/2017
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.
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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.
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Specification of controlled education, way of implementation and compensation for absences
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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)
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