Course: Probability Theory

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Course title Probability Theory
Course code KMA/PGSA2
Organizational form of instruction Lecture
Level of course Doctoral
Year of study not specified
Semester Winter and summer
Number of ECTS credits 5
Language of instruction Czech, English
Status of course Compulsory-optional
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Fišerová Eva, doc. RNDr. Ph.D.
  • Hron Karel, prof. RNDr. Ph.D.
Course content
1. Probability and random variable 2. Random vector 3. Distributions of random variables and vectors 4. Convergence of random variables 5. Measure and probability

Learning activities and teaching methods
Work with Text (with Book, Textbook)
  • Preparation for the Exam - 120 hours per semester
Learning outcomes
To learn basics of probability theory.
Comprehension Understanding of basics of probability theory.
Prerequisites
Mathematical analysis and linear algebra on master level in Applied Mathematics.

Assessment methods and criteria
Oral exam

Oral exam: to know and to understand the subject.
Recommended literature
  • Anděl, J. (2011). Základy matematické statistiky. MATFYZPRESS, Praha.
  • Billingsley, P. (2012). Probability and Measure. Wiley, Hoboken.
  • Capiński, M., Kopp, E. (2004). Measure, integral and probability. Springer, London.
  • Hogg, R. V., McKean, J. W., Craig, A.T. (2018). Introduction to mathematical statistics. Prentice Hall, Upper Saddle River.
  • Hron, K., Kunderová, P., Vencálek, O. (2018). Základy počtu pravděpodobnosti a metod matematické statistiky. UP Olomouc.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester
Faculty: Faculty of Science Study plan (Version): Applied Mathematics (2020) Category: Mathematics courses - Recommended year of study:-, Recommended semester: -