406-2604-AAL  Probability and Statistics

SemesterFrühjahrssemester 2020
DozierendeM. Schweizer
Periodizitätjedes Semester wiederkehrende Veranstaltung
KommentarBelegung 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- Discrete probability spaces
- Continuous models
- Limit theorems
- Introduction to statistics
LernzielThe 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.
Inhalt- Probability: Chapters 1-12 from the book by DasGupta
- Statistics: Chapters 8-11 from the book by Rice
SkriptThere will be lecture notes (in German) that are continuously updated during the semester.
LiteraturA. DasGupta, Fundamentals of Probability: A First Course, Springer (2010)
J. A. Rice, Mathematical Statistics and Data Analysis, Duxbury Press, second edition (1995)
Voraussetzungen / BesonderesSome of the exercise classes associated to the original course (which is in German) will be offered in English.