Applied Statistics and Probabilistic Processes (121 SE HPC)
Type: Normative
Department: radiophysics and computer technologies
Curriculum
| Semester | Credits | Reporting |
| 4 | 4 | Exam |
Lectures
| Semester | Amount of hours | Lecturer | Group(s) |
| 4 | 32 | Professor Bolesta I. M. | ФеП-21, ФеП-22, ФеП-23 |
Laboratory works
| Semester | Amount of hours | Group | Teacher(s) |
| 4 | 32 | ФеП-21 | Shmyhelskyy Yaroslav |
| ФеП-22 | |||
| ФеП-23 |
Опис навчальної дисципліни
Upon completion of this course, the student will:
Know :
basic concepts of probability theory, statistical analysis and random processes:
laws of distribution and basic parameters of random events, numbers and processes;
statistical estimates of distribution parameters;
elements of the theory of regression and correlation;
statistical testing of hypotheses.
elements of analysis of variance
laws of distribution and basic characteristics of random processes;
transformation of random processes and operations on them;
stationary and ergodic random processes;
spectral description of random processes;
event streams, their properties and classification;
Markov chains and Markov processes;
basics of queuing theory.
Be able to:
calculate the probability characteristics of random events and processes according to the given laws of probability distribution;
perform Bayesian data analysis;
conduct statistical analysis of hypotheses;
analyze random sequences of MNCs;
describe linear transformations of random processes in a black box model;
analyze processes for stationarity and ergodicity;
describe processes in the time and spectral domains;
apply Markov chains and Markov processes to solve practical problems;
apply the concepts and relations of queuing theory to analyze practical problems.
Recommended Literature
Sheftel Z.G. Probability Theory. – Kyiv: Higher School, 1994. – 192 p.
Kopych M.I. Elements of probability theory and mathematical statistics. – Lviv: Kooposvita LKA, 1997. – 200 p.
S. Hartshorn. Bayes Theorem. Examples. A Visual Guide For Beginners, Access mode: http://www.fairlynerdy.com/bayes-theorem-cheat-sheets/ http://www.fairlynerdy.com/bayes-theorem-examples/.
Collection of problems in probability theory: a textbook / P.I. Kalyniuk, P.P. Kostrobii, Y.K. Rudavskyi, L.V. Hoshko, I.M. Zashkilniak, V.M. Zeleniak, R.I. Kvit, V.O. Kolomiyets, Z.I. Krupka, I.Y. Oleksiv, N.M. Tymoshenko, M.M. Chip, I.V. Andrusiak, O.Y. Brodyak / edited by Prof. P.I. Kalyniuk – Lviv: Lviv Polytechnic Publishing House, 2012. – 248 p.
Seno P.S. Random processes: Textbook. – Lviv: Compact-JIB, 2006. -288 p.
Rudavskyi Y.K., Kostrobii P.P., Lozynskyi O.Y., Ukhanska D.V. Elements of the theory of random processes. – Lviv: Lviv Polytechnic National University Press, 2004. – 240 p.
Kolomiets S.V. Theory of random processes. Workshop. Sumy: SHEI UAAS NBU. – 2011. 80 с.
Zhluktenko V.I., Nakonechnyi S.I., Savina S.S. Stochastic processes and models in economics, sociology, ecology: Kyiv: KNEU, 2002. 226 p.
Litvinov AL Theory of queuing systems. Study guide. Kharkiv. KhNUMG named after A.M. Beketov. 2018.- 142 с.