406-2604-AAL Probability and Statistics
| Semester | Frühjahrssemester 2020 |
| Dozierende | M. Schweizer |
| 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 | - Discrete probability spaces - Continuous models - Limit theorems - Introduction to statistics |
| Lernziel | The 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 |
| Skript | There will be lecture notes (in German) that are continuously updated during the semester. |
| Literatur | A. DasGupta, Fundamentals of Probability: A First Course, Springer (2010) J. A. Rice, Mathematical Statistics and Data Analysis, Duxbury Press, second edition (1995) |
| Voraussetzungen / Besonderes | Some of the exercise classes associated to the original course (which is in German) will be offered in English. |