# 406-2604-AAL  Probability and Statistics

 Semester Herbstsemester 2019 Dozierende F. Balabdaoui Periodizität jedes Semester wiederkehrende Veranstaltung Lehrsprache Englisch Kommentar Belegung ist NUR erlaubt für MSc Studierende, die diese Lerneinheit als Auflagenfach verfügt haben.Alle anderen Studierenden (u.a. auch Mobilitätsstudierende, Doktorierende) können diese Lerneinheit NICHT belegen.

 Kurzbeschreibung 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. Lernziel 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. Inhalt 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". Literatur 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.