151-0501/01 – Probability and Statistics A ()

Gurantor departmentDepartment of Mathematical Methods in EconomicsCredits4
Subject guarantorRNDr. Matěj Turčan, Ph.D.Subject version guarantorRNDr. Matěj Turčan, Ph.D.
Study levelundergraduate or graduateRequirementCompulsory
Year2Semesterwinter
Study languageCzech
Year of introduction1992/1993Year of cancellation2007/2008
Intended for the facultiesEKFIntended for study typesMaster
Instruction secured by
LoginNameTuitorTeacher giving lectures
TUR30 RNDr. Matěj Turčan, Ph.D.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Credit 2+2

Subject aims expressed by acquired skills and competences

Teaching methods

Summary

The introductory course Probability and Statictics A deals with the basic problems of probability and statistics. It gives the base for ability to describe random processes in Economics by means of random variable and random vector. It builds the base of Descriptive statistics.

Compulsory literature:

1. Mendenhall, W. - Sincich, T.: Statistics for Engineering and the Sciences. New York, Macmillan Publishing Company, 1992. ISBN 0-02-946563-X. 2. Newbold, P.: Statistics for Business and Economics. London, Prentice-Hall Int. Lim., 1991. ISBN 0-13-850645-0. 3. Kvanli, A.H. - Pavur, R.J. - Guynes, C.S.: Introduction to Business Statistics - A Computer Integrated, Data Analysis Approach. New York, South- Western College Publishing, 2000. ISBN 0-324-01207-1. 4. Walpole, R. A.: Introduction to Statistics. New York, Macmillan Publishers, 1989. ISBN 0-02-424150-4.

Recommended literature:

Way of continuous check of knowledge in the course of semester

E-learning

Další požadavky na studenta

Prerequisities

Subject has no prerequisities.

Co-requisities

Subject has no co-requisities.

Subject syllabus:

1. Algebra of Events (Random Event, Event Relations and Operations, Sample Space) 2. Partition of the Sample Space. Field of Events. Concept of Probability (Axioms, Theorems, Definitions). 3. Probability and Event Operations. Conditional Probability. Independent Event. 4. Succession of Independent Events. Total Probability. Bayes' Rule. 5. Random Variable - definition, types. Probability Distribution - Distribution Function, Frequency Functions. 6. Discrete Probability Distributions - Uniform, Binomial, Hypergeometric, Geometric, Pascal's, Poisson'n,...Approximation of Binomial Distribution. 7. Continuous Probability Distributions - Uniform, Exponential. 8. Normal Distribution. Special Distributions (Pearson's, Student's, Fisher- Snedecor's). 9. Descriptive Measures of Random Variables I. Classification of Descriptive Measures. 10. Descriptive Measures of Random Variables II. Moment Generating Function. 11. Random Vector - definition, types. Join, Marginal and Conditional Probability Distributions. 12. Descriptive Measures of Random Vector. 13. Regression Polygons and Lines. Limit Theorems. 14. Set of Values of One Variable - Range, Frequency Distribution, Cumulative, Relative, Cumulative Relative Frequencies and its Graphs.

Conditions for subject completion

Full-time form (validity from: 1960/1961 Summer semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Exercises evaluation Credit 85  0
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.ZaměřeníFormStudy language Tut. centreYearWSType of duty
2006/2007 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 2 Compulsory study plan
2005/2006 (M6202) Economic Policy and Administration (6201T004) Economics P Czech Ostrava 2 Compulsory study plan
2004/2005 (M6202) Economic Policy and Administration (6201T004) Economics P Czech Ostrava 2 Compulsory study plan
2004/2005 (M6202) Economic Policy and Administration (6201T004) Economics P Czech Ostrava 2 Compulsory study plan
2004/2005 (M6208) Business and Management (6201T004) Economics P Czech Ostrava 2 Compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6201T004) Economics P Czech Ostrava 2 Compulsory study plan
2003/2004 (B6202) Economic Policy and Administration (6201R004) Economics P Czech Ostrava 2 Compulsory study plan
2003/2004 (B6208) Economics and Management (6201R004) Economics P Czech Ostrava 2 Compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner