# 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

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

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### Groups

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### Restrictions

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### Offered in

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