406-2604-AAL  Probability and Statistics

SemesterAutumn Semester 2018
LecturersJ. Teichmann
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.


406-2604-AA RProbability and Statistics
Self-study course. No presence required.
210s hrsJ. Teichmann

Catalogue data

AbstractIntroduction to probability and statistics with many examples, based on chapters from the books "Probability and Random Processes" by G. Grimmett and D. Stirzaker and "Mathematical Statistics and Data Analysis" by J. Rice.
ObjectiveThe goal of this course is to provide an introduction to the basic ideas and concepts from probability theory and mathematical statistics. In addition to a mathematically rigorous treatment, also an intuitive understanding and familiarity with the ideas behind the definitions are emphasized. Measure theory is not used systematically, but it should become clear why and where measure theory is needed.
Chapters 1-5 (Probabilities and events, Discrete and continuous random variables, Generating functions) and Sections 7.1-7.5 (Convergence of random variables) from the book "Probability and Random Processes". Most of this material is also covered in Chap. 1-5 of "Mathematical Statistics and Data Analysis", on a slightly easier level.

Sections 8.1 - 8.5 (Estimation of parameters), 9.1 - 9.4 (Testing Hypotheses), 11.1 - 11.3 (Comparing two samples) from "Mathematical Statistics and Data Analysis".
LiteratureGeoffrey Grimmett and David Stirzaker, Probability and Random Processes.
3rd Edition. Oxford University Press, 2001.

John A. Rice, Mathematical Statistics and Data Analysis, 3rd edition.
Duxbury Press, 2006.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits7 credits
ExaminersJ. Teichmann
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationwritten 180 minutes
Written aidsFormulary or summary as specified in the course 401-2604-00L Probability and Statistics (taught in FS 2017).
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

No public learning materials available.
Only public learning materials are listed.


No information on groups available.


There are no additional restrictions for the registration.

Offered in

Mathematics MasterCourse Units for Additional Admission RequirementsE-Information