Subjects

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Probability Theory and Statistics I - JEB011

Title:	Pravděpodobnost a matematická statistika I
Guaranteed by:	Institute of Economic Studies (23-IES)
Faculty:	Faculty of Social Sciences
Actual:	from 2010
Semester:	winter
E-Credits:	2
Examination process:	winter s.:
Hours per week, examination:	winter s.:2/2, C [HT]
Capacity:	unknown / unknown (unknown)
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	not taught
Language:	Czech
Teaching methods:	full-time
Additional information:	http://samba.fsv.cuni.cz/~visek/statistika/ (handouts in english - beamer-handouts version of lectures)
Note:	course can be enrolled in outside the study plan enabled for web enrollment priority enrollment if the course is part of the study plan

Guarantor:	prof. RNDr. Jan Ámos Víšek, CSc. Ing. Monika Hollmannová
Pre-requisite :	JEB006
Is pre-requisite for:	JEB012

Examination dates Schedule Noticeboard

Annotation -

Content of the course is an introduction and the explanation of basic notions of the probability theory. The lectures allow to the participants to insight into noncausual interpretation of the world. Understanding does not require any special knowledge over the framework of mathematics which is read on the Institute. This course together with the statistical course opens a way to the understanding of the much more involved stochastic and econometric methods. The condition for selecting this course is passing Mathematics I. and II.

Last update: VISEK (14.04.2008)

Aim of the course -

To introduce the student into the theory of probability. To continue in study of subject based on abstract thinking, precise notions 9given by definitions0, mathematical theorems, lemmas, assertion, etc. To show students a bit more complicated mathematical objects than they met in mathematics JEB005 and 006, in order to increase the level of abstraction, to confirm and improve some skills and to prepare them for the study of econometrics.

Last update: VISEK (14.04.2008)

Literature -

Breiman, L. (1968): Probability, Addison-Wesley Publishing Company, London 1968.

Lehmann, E. L. (1998): Theory of Point Estimation (Springer Texts in Statistics)

Lehmann, E. L. (1998): Testing Statistical Hypotheses, (Springer Texts in Statistics).

Rao, R. C. (1973): Linear Statistical Inference and Its Applications. New York: J.Wiley and Sons.

Vajda, I. (1989): Theory of Statistical Inference and Information. Dordrecht: Kluwer Academic Publication.

Last update: VISEK (14.04.2008)

Teaching methods -

Lectures with seminars.

Last update: VISEK (14.04.2008)

Requirements to the exam -

Writing reports - homeworks from seminars and passing tests for credits.

Last update: VISEK (14.04.2008)

Syllabus -

Basic notions of probability theory , random variables, their characteristics and measures of their mutual dependence, selected types of distributions, some probabilistic inequalities, types of convergence of random variables, laws of large numbers, central limit theorem and the law of iterated logarithm.

Last update: VISEK (14.04.2008)

Entry requirements -

Passing mathematics (JEB005 a 006).

Last update: VISEK (14.04.2008)