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About the Department


The Department was established in 1952 as a part of the Faculty of Mathematics and Physics newly separated from the Faculty of Science of the Charles University. The early scientific and teaching activities of the Department were shaped by Jaroslav Janko and Ladislav Truksa. Later, the development and scientific orientation of the Department have been deeply influenced by the personality of Jaroslav Hájek, the head of the Department in 1964-1973.

At present, fields of active scientific research at the Department include nonparametric statistics and robustness, asymptotic statistics, change point analysis, theory of extremes, stochastic stereology and spatial statistics, computational statistics, survival analysis, biostatistics, stochastic optimization, abstract probability theory, time series and stochastic modeling in economics, stochastic control of financial risk, stochastic analysis in finance, research in actuarial sciences.

The Department teaches courses in the Bachelor's Program in Financial and Actuarial Mathematics, the Master's Program in Probability, Mathematical Statistics and Econometrics, and Financial and Actuarial mathematics, and the Doctoral Program in Probability and Mathematical Statistics, in Econometrics and Operations Research, and in Financial and Actuarial Mathematics.

The Department of Probability and Mathematical Statistics teaches statistical courses in various other programs at the Faculty of Mathematics and Physics (MFF UK), the Faculty of Sciences (PrF UK) and the Faculty of Sports (FTVS UK).



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