406-2604-AAL  Probability and Statistics

SemesterFrühjahrssemester 2021
DozierendeJ. Teichmann
Periodizitätjedes Semester wiederkehrende Veranstaltung
KommentarBelegung ist NUR erlaubt für MSc Studierende, die diese Lerneinheit als Auflagenfach verfügt haben.

Alle anderen Studierenden (u.a. auch Mobilitätsstudierende, Doktorierende) können diese Lerneinheit NICHT belegen.

Kurzbeschreibung- Statistical models
- Methods of moments
- Maximum likelihood estimation
- Hypothesis testing
- Confidence intervals
- Introductory Bayesian statistics
- Linear regression model
- Rudiments of high-dimensional statistics
LernzielThe goal of this part of the course is to provide a solid introduction into statistics. It offers of a wide overview of the main tools used in statistical inference. The course will start with an introduction to statistical models and end with some notions of high-dimensional statistics. Some time will be spent on proving certain important results. Tools from probability and measure theory will be assumed to be known and hence will be only and occasionally recalled.
SkriptScript of Prof. Dr. S. van de Geer
LiteraturThese references could be use complementary sources:

R. Berger and G. Casella, Statistical Inference
J. A. Rice, Mathematical Statistics and Data Analysis
L. Wasserman, All of Statistics