Subjects

Your browser does not support JavaScript, or its support is disabled. Some features may not be available.

Principles of Statistical Reasoning - NMSA260

Title:	Principy statistického uvažování
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2014 to 2015
Semester:	summer
E-Credits:	3
Hours per week, examination:	summer s.:2/0, Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	prof. RNDr. Jiří Anděl, DrSc.
Class:	M Bc. FM M Bc. FM > Doporučené volitelné M Bc. FM > 2. ročník M Bc. OM M Bc. OM > Doporučené volitelné M Bc. OM > 2. ročník
Classification:	Mathematics > Probability and Statistics

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: RNDr. Jitka Zichová, Dr. (09.05.2018)

Principles of model building are presented when one must take into accoount random influences. It is checked on real data whether the derived model corresponds to reality.

Aim of the course -

Last update: RNDr. Jitka Zichová, Dr. (26.06.2018)

The aim of the lectures is to present methods which are used for constructing mathematical models in situations where the randomness plays an important role. Moreover, the students become familiar with historical development of probabilistic methods.

Literature - Czech

Last update: RNDr. Jitka Zichová, Dr. (26.06.2018)

Anděl, J.: Matematika náhody. Matfyzpress, Praha 2000.

Anděl, J.: Mathematics of Chance.Wiley, New York, 2001.

Teaching methods -

Last update: RNDr. Jitka Zichová, Dr. (09.05.2018)

Lecture.

Syllabus -

Last update: RNDr. Jitka Zichová, Dr. (26.06.2018)

Lectures are based on examples of optimal decisions under uncertainty. The solutions of the problems show tight connection with other branches of mathematics. The main topics are:

1. Probability (classical and geometric probability, dependence and independence, Bayes theorem, medical diagnostics, random variables).

2. Random walks (gambler's ruin, American roulette, reluctant random walk, three-tower problem, problem of prize division, tennis).

3. Principle of reflection (application to special queues).

4. Records (expected number of records, application of Stirling numbers, waiting for the next records).

5. Some paradoxes.