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Instructors: Prof. Dr. rer. nat. Frank Aurzada; Micha Buck; M.Sc. Helge Schäfer
Event type:
Lecture & Exercise
Org-unit: Dept. 04 - Mathematics
Displayed in timetable as:
Einf. Stoch.
Subject:
Crediting for:
Hours per week:
6
Language of instruction:
German
Min. | Max. participants:
- | -
Course Contents:
Probability spaces and random variables, distribution functions, expectation and variance, independence and elementary conditional expectations, discrete and absolutely continuous distributions, Law of Large Numbers, Central Limit Theorem, estimation and confidence intervals, testing under the hypothesis of normality. Application and analysis of selected basic models of probability theory.
Literature:
Eckle-Kohler, Kohler: Eine Einführung in die Statistik und ihre Anwendungen;
Irle: Wahrscheinlichkeitstheorie und Statistik;
Krengel: Einführung in dieWahrscheinlichkeitstheorie und Statistik;
Georgii: Stochastik: Einführung in die Wahrscheinlichkeitstheorie und Statistik;
Preconditions:
Analysis and Linear Algebra
(participation without certification of prerequisites is possible)
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