406-2604-AAL  Probability and Statistics

SemesterSpring Semester 2021
LecturersJ. Teichmann
Periodicityevery semester recurring course
Language of instructionEnglish
CommentEnrolment 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.

Abstract- Statistical models
- Methods of moments
- Maximum likelihood estimation
- Hypothesis testing
- Confidence intervals
- Introductory Bayesian statistics
- Linear regression model
- Rudiments of high-dimensional statistics
ObjectiveThe goal of this part of the course is to provide a solid introduction into statistics. It offers of a wide overview of the main tools used in statistical inference. The course will start with an introduction to statistical models and end with some notions of high-dimensional statistics. Some time will be spent on proving certain important results. Tools from probability and measure theory will be assumed to be known and hence will be only and occasionally recalled.
Lecture notesScript of Prof. Dr. S. van de Geer
LiteratureThese references could be use complementary sources:

R. Berger and G. Casella, Statistical Inference
J. A. Rice, Mathematical Statistics and Data Analysis
L. Wasserman, All of Statistics