# 406-2604-AAL Probability and Statistics

Semester | Autumn Semester 2019 |

Lecturers | F. Balabdaoui |

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. |

### Courses

Number | Title | Hours | Lecturers | |
---|---|---|---|---|

406-2604-AA R | Probability and Statistics Self-study course. No presence required. | 210s hrs | F. Balabdaoui |

### Catalogue data

Abstract | Introduction 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. |

Objective | The 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. |

Content | Probability: 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. Statistics: 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". |

Literature | Geoffrey 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 credits | 7 credits |

Examiners | F. Balabdaoui |

Type | session examination |

Language of examination | English |

Repetition | The performance assessment is offered every session. Repetition possible without re-enrolling for the course unit. |

Mode of examination | written 180 minutes |

Written aids | Formulary which will be distributed. (Course 401-2604-00L Probability and Statistics (taught in the preceding Spring Semester)). |

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. |

### Groups

No information on groups available. |

### Restrictions

There are no additional restrictions for the registration. |

### Offered in

Programme | Section | Type | |
---|---|---|---|

Mathematics Master | Course Units for Additional Admission Requirements | E- | |

Statistics Master | Course Units for Additional Admission Requirements | E- |