401-0603-00L  Stochastics (Probability and Statistics)

SemesterAutumn Semester 2017
LecturersM. Schweizer
Periodicityyearly recurring course
Language of instructionGerman


AbstractThis class covers the following concepts: random variables, probability, discrete and continuous distributions, joint and conditional probabilities and distributions, the law of large numbers, the central limit theorem, descriptive statistics, statistical inference, inference for normally distributed data, point estimation, and two-sample tests.
ObjectiveKnowledge of the basic principles of probability and statistics.
ContentIntroduction to probability theory, some basic principles from mathematical statistics and basic methods for applied statistics.
Lecture notesLecture notes
LiteratureLecture notes