# 406-2604-AAL Probability and Statistics

Semester | Spring Semester 2020 |

Lecturers | M. Schweizer |

Periodicity | every semester recurring course |

Language of instruction | English |

Comment | Enrolment ONLY for MSc students with a decree declaring this course unit as an additional admission requirement. Any other students (e.g. incoming exchange students, doctoral students) CANNOT enrol for this course unit. |

Abstract | - Discrete probability spaces - Continuous models - Limit theorems - Introduction to statistics |

Objective | The goal of this course is to provide an introduction to the basic ideas and concepts from probability theory and mathematical statistics. This includes a mathematically rigorous treatment as well as intuition and getting acquainted with the ideas behind the definitions. The course does not use measure theory systematically, but does point out where this is required and what the connections are. |

Content | - Probability: Chapters 1-12 from the book by DasGupta - Statistics: Chapters 8-11 from the book by Rice |

Lecture notes | There will be lecture notes (in German) that are continuously updated during the semester. |

Literature | A. DasGupta, Fundamentals of Probability: A First Course, Springer (2010) J. A. Rice, Mathematical Statistics and Data Analysis, Duxbury Press, second edition (1995) |

Prerequisites / Notice | Some of the exercise classes associated to the original course (which is in German) will be offered in English. |