401-0603-00L  Stochastics (Probability and Statistics)

SemesterAutumn Semester 2022
LecturersP. Cheridito
Periodicityyearly recurring course
Language of instructionGerman
CommentThis course unit is offered for the last time in the Autumn Semester 2022.

AbstractThe following concepts are covered: probabilities, random variables, probability distributions, joint and conditional probabilities and distributions, law of large numbers, central limit theorem, descriptive statistics, statistical inference, parameter estimation, confidence intervals, statistical tests, two-sample tests, linear regression.
ObjectiveKnowledge of the basic principles of probability theory and statistics.
ContentIntroduction to probability theory and statistics.
Lecture noteshttps://stat.ethz.ch/~meier/teaching/skript-intro/skript.pdf
LiteratureLukas Meier: Wahrscheinlichkeitsrechnung und Statistik: Eine Einführung für Verständnis, Intuition und Überblick. Springer, 2020.