# Subject description - AE0B01PSI

Summary of Study |
Summary of Branches |
All Subject Groups |
All Subjects |
List of Roles |
Explanatory Notes
Instructions

Basic types of distributions.

Interval estimates of mean and variance.

AE0B01PSI | Probability, Statistics, and Theory of Information | ||
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Roles: | P, V | Extent of teaching: | 4+2 |

Department: | 13101 | Language of teaching: | EN |

Guarantors: | Completion: | Z,ZK | |

Lecturers: | Credits: | 6 | |

Tutors: | Semester: | Z |

**Anotation:**

**Study targets:**

**Course outlines:**

1. | Basic notions of probability theory. Kolmogorov model of probability. Independence, conditional probability, Bayes formula. | |

2. | Random variables and their description. Random vector. Probability distribution function. | |

3. | Quantile function. Mixture of random variables. | |

4. | Characteristics of random variables and their properties. Operations with random variables. |

5. | Characteristics of random vectors. Covariance, correlation. Chebyshev inequality. Law of large numbers. Central limit theorem. | |

6. | Basic notions of statistics. Sample mean, sample variance. |

7. | Method of moments, method of maximum likelihood. EM algorithm. | |

8. | Hypotheses testing. Goodness-of-fit tests, tests of correlation, non-parametic tests. | |

9. | Discrete random processes. Stationary processes. Markov chains. | |

10. | Classification of states of Markov chains. | |

11. | Asymptotic properties of Markov chains. Overview of applications. | |

12. | Shannon entropy. Entropy rate of a stationary information source. | |

13. | Fundamentals of coding. Kraft inequality. Huffman coding. | |

14. | Mutual information, capacity of an information channel. |

**Exercises outline:**

1. | Elementary probability. | |

2. | Kolmogorov model of probability. Independence, conditional probability, Bayes formula. | |

3. | Mixture of random variables. Mean. Unary operations with random variables. | |

4. | Dispersion (variance). Random vector, joint distribution. Binary operations with random variables. | |

5. | Sample mean, sample variance. Chebyshev inequality. Central limit theorem. | |

6. | Interval estimates of mean and variance. | |

7. | Method of moments, method of maximum likelihood. | |

8. | Hypotheses testing. Goodness-of-fit tests, tests of correlation, non-parametic tests. | |

9. | Discrete random processes. Stationary processes. Markov chains. | |

10. | Classification of states of Markov chains. | |

11. | Asymptotic properties of Markov chains. | |

12. | Shannon entropy. Entropy rate of a stationary information source. | |

13. | Fundamentals of coding. Kraft inequality. Huffman coding. | |

14. | Mutual information, capacity of an information channel. |

**Literature:**

[1] | Papoulis, A.: Probability and Statistics, Prentice-Hall, 1990. | |

[2] | Stewart W.J.: Probability, Markov Chains, Queues, and Simulation: The Mathematical Basis of Performance Modeling. Princeton University Press 2009. | |

[3] | David J.C. MacKay: Information Theory, Inference, and Learning Algorithms, Cambridge University Press, 2003. |

**Requirements:**

**Webpage:**

**Subject is included into these academic programs:**

Program | Branch | Role | Recommended semester |

BEKME1 | Communication Technology | V | 3 |

BEKME5 | Komunikace a elektronika | V | 3 |

BEKME_BO | Common courses | V | 3 |

BEKME4 | Network and Information Technology | V | 3 |

BEKME3 | Applied Electronics | V | 3 |

BEKME2 | Multimedia Technology | V | 3 |

BEKYR1 | Robotics | P | 3 |

BEKYR_BO | Common courses | P | 3 |

BEKYR3 | Systems and Control | P | 3 |

BEKYR2 | Sensors and Instrumentation | P | 3 |

BEEEM1 | Applied Electrical Engineering | V | 3 |

BEEEM_BO | Common courses | V | 3 |

BEEEM2 | Electrical Engineering and Management | V | 3 |

BEOI1 | Computer Systems | P | 3 |

BEOI_BO | Common courses | P | 3 |

BEOI3 | Software Systems | P | 3 |

BEOI2 | Computer and Information Science | P | 3 |

Page updated 27.5.2020 15:51:13, semester: Z,L/2020-1, L/2019-20, Send comments about the content to the Administrators of the Academic Programs | Proposal and Realization: I. Halaška (K336), J. Novák (K336) |