406-2604-AAL  Probability and Statistics

SemesterSpring Semester 2020
LecturersM. Schweizer
Periodicityevery semester recurring course
Language of instructionEnglish
CommentEnrolment 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
ObjectiveThe 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 notesThere will be lecture notes (in German) that are continuously updated during the semester.
LiteratureA. DasGupta, Fundamentals of Probability: A First Course, Springer (2010)
J. A. Rice, Mathematical Statistics and Data Analysis, Duxbury Press, second edition (1995)
Prerequisites / NoticeSome of the exercise classes associated to the original course (which is in German) will be offered in English.