#### University of Novi Sad

Subject: Probability, statistics and stochastic processes (17 - E135)

Basic Information

 Category Theoretical-methodological Scientific or art field: Teorijska i primenjena matematika Interdisciplinary yes ECTS 6
Native organizations units

 Department of Fundamentals Sciences
Course specification

Course is active from 01.10.2006..

The course objective is training students on abstract thinking and acquiring basic knowledge in the field of probability, statistics and stochastic processes. The aim is for students to master the basic concepts of probability theory, to enable them to choose the appropriate statistical methods, to perform statistical analysis and to interpret the obtained results. The main goal is to enable students to apply theoretical knowledge from the theory of random processes in the field of telecommunications.
Student should use the acquired knowledge in further education. The student is qualified to make and solve mathematical models in the further education in professional subjects applying acquired knowledge from probability, statistics and stochastic processes.
Basic definitions in probability, conditional probability and Bayes’ formula. Random variable of discrete and continuous type, distribution functions. Two dimensional random variable. Conditional distribution. Numeric characteristics – expectation, dispersion, covariance, correlation. Conditional expectation. Limit theorems. Statistics – point estimate and interval estimate, parametric and nonparametric hypotheses and significance testing. Stochastic processes – general notions. Stochastic process transformation- derivative, integral. Poisson process, white noise, telegraph signal. Markov chains and processes, birth-death process, mass service systems. Stationary process. Mass service systems.
Lectures, Numerical calculation practice and computer practice (statistics). Consultations. Lectures are conducted combining theoretical part of the subject matter with characteristic examples which facilitate understanding. During practice classes, which accompany the lectures, some characteristic problem tasks are done and the presented material is discussed in more detail. In addition to the lecture and practice classes there are regular consultations.
AuthorsNameYearPublisherLanguage
Stojaković, M.Slučajni procesi2000Fakultet tehničkih nauka, Novi SadSerbian language
Grbić, T., Nedović, Lj.Zbirka odabranih rešenih ispitnih zadataka iz verovatnoće, statistike i slučajnih procesa2016Fakultet tehničkih nauka, Novi SadSerbian language
Course activity Pre-examination ObligationsNumber of points
TestYesYes10.00
TestYesYes10.00
TestYesYes10.00
Written part of the exam - tasks and theoryNoYes60.00
Oral part of the examNoYes10.00
Name and surnameForm of classes

Lectures

#### Duraković NatašaAssistant Professor

Practical classes

#### Duraković NatašaAssistant Professor

Laboratory classes

#### Blesić AndrijaAssistant - Master

Laboratory classes