401-0613-00L  Probability and Statistics

SemesterAutumn Semester 2016
LecturersJ. Teichmann
Periodicityyearly recurring course
Language of instructionGerman

AbstractBasic concepts from probability and statistics:
- introduction to probability theory
- short introduction to basic concepts and methods from statistics
Objectivea) ability to understand the covered methods from probability theory and to apply them in other contexts

b) probabilistic thinking and stochastic modelling

c) ability to perform basic statistical tests and to interpret the results
ContentBasic concepts from probability and statistics with special emphasis on the topics needed in computer science

The conceptual goals are

- the laws of randomness and probabilistic thinking (thinking in probabilities)
- understanding and intuition for stochastic modelling
- simple and basic methods from statistics

The contents of the course encompasses

- an introduction to probability theory: basic concepts (probability space, probability measure), independence, random variables, discrete and continuous distributions, conditional probability, expectation and variance, limit theorems

- methods from statistics: parameter estimation, maximum likelihood and moment methods, tests, confidence intervals
Lecture notesLecture notes for the course (in German) will be made available electronically at the beginning of the course.