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Last update: doc. Mgr. Petr Kaplický, Ph.D. (28.05.2019)
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Last update: doc. Mgr. Petr Kaplický, Ph.D. (28.05.2019)
The students will learn basics of the probability theory and mathematical statistics. The will be able to understand the core of stochastic procedures presented in other courses. |
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Last update: RNDr. Jitka Zichová, Dr. (01.05.2020)
The credits for exercise classes are necessary condition for the exam. Conditions for the credits: 1. Attendance in the classes: at most 3 abseneces during the semester. 2. Written test: at least 51% of points. The nature of the credits excludes a retry. Condition 2. may be once retried. |
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Last update: doc. RNDr. Daniel Hlubinka, Ph.D. (29.09.2020)
Karel Zvára, Josef Štěpán: Pravděpodobnost a matematická statistika, Matfyzpress, Praha, 2012. Ronald Meester. A Natural Introduction to Probability Theory 2nd ed. Birkhäuser 2008 Geoffrey Grimmett , David Stirzaker. Probability and Random Processes. Oxford 2001. Geoffrey Grimmett , David Stirzaker. One Thousand Exercises in Probability. Oxford 2001. Zápisky k přednášce dostupné na v MOodle UK https://dl1.cuni.cz/course/view.php?id=10744 |
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Last update: doc. Mgr. Petr Kaplický, Ph.D. (28.05.2019)
Lecture+exercises. |
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Last update: RNDr. Jitka Zichová, Dr. (01.05.2020)
The written part of exam consists of numerical exercises. The oral part is focused on theory and its application. |
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Last update: RNDr. Jitka Zichová, Dr. (01.05.2020)
Introduction to probability theory and statistical induction. Axiomatic definition of probability, computation of probability, conditional probability and Bayes formula. Random variables and vectors and their distribution, characteristics of random variables. Convergence in probability and in distribution, law of large numbers and central limit theorem, Markov, Čebyšev and Chernoff inequalities. Applications of limit theorems and inequalities. Statistical estimation based on limit theorems. |
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Last update: RNDr. Jitka Zichová, Dr. (01.05.2020)
Knowledge required before enrollment: combinatorics, basic formulas elementary calculus (sequences, series, integrals), linear algebra. |