Probability and Mathematical Statistics
Master's Degree Program
Language of courses:
|doc. RNDr. Katarína Janková, CSc.|
Mgr. Lenka Filová, PhD.
doc. RNDr. Beáta Stehlíková, PhD.
doc. Mgr. Pavol Bokes, PhD.
|Related study programs:||bachelor's degree programs Insurance Mathematics, Mathematics, Data Science|
The graduates of the study program Probability and Mathematical Statistics understand advanced methods of probability, statistics and data analysis built on rigorous mathematical foundations. The graduates know how to apply the existing stochastic models and techniques, as well as how to creatively approach the development of new ones. They know how to correctly and critically interpret the data-analytic results. The graduates of the study program Probability and Mathematical Statistics have advanced knowledge of modern statistical and database software; however, their knowledge is not critically dependent on current technology and can be applied in the long term. The graduates are able to communicate their results clearly in both written and oral forms.
The plan of the study program Probability and Mathematical Statistics is divided into compulsory and elective subjects. The compulsory subjects allow the students to acquire the essential knowledge and skills generally accepted as the core of the fields of probability and mathematical statistics. More precisely, the compulsory subjects cover advanced probability and random processes, multivariate, nonlinear and categorical statistical models, dimensionality reduction and classification of data, stochastic simulation, design of experiments, biostatistics, as well as sequential, nonparametric and Bayesian techniques. The elective subjects expand the scope of education in the direction of the particular interests of the students. They mostly cover the topics from actuarial mathematics, biomedical sciences and computational statistics.
With the diploma thesis, the student has to demonstrate the ability to independently acquire new theoretical and practical knowledge based on the current state of the study field, and apply it in a creative way. The student works on their diploma thesis under the guidance of the thesis supervisor. The final thesis is assessed by both the supervisor and an independent referee.
Examples of successful diploma theses:
- Ján Veselý, 2021: Stacionárne rozdelenia náhodných dynamických systémov
- Romana Szabová, 2020: Číslo podmienenosti a optimálne návrhy experimentov
- Michal Árvai, 2019: Statistical Prediction of Autism Spectrum Disorder from Acylcarnitine and Amino Acid Profiles
- Barbara Bubáková, 2018: Riziká spojené s výplatou doživotných dôchodkov z úspor v starobnom dôchodkovom sporení na Slovensku
- Zuzana Rošťáková 2015: Pravdepodobnostné modelovanie štruktúry spánku u pacientov s ložiskovou ischémiou mozgu
- Katarína Burclová 2014: Odhadovanie kovariančnej matice priestorového mediánu
The study program Probability and Mathematical Statistics prepares graduates for the jobs of statisticians, data analysts, actuaries, risk management specialists, as well as scientists and teachers at universities. The graduates are in high demand in the job market, mainly in the financial and actuarial industries, analytical branches of the government, but also in the information technology and biotechnology industries. Some of the graduates of the study program Probability and Mathematical Statistics continue their studies in PhD programs and in academia both in Slovakia and abroad.