VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

401-0603-00L 4 Credits
You're viewing possible stale or outdated data. Please check the latest semester for more up-to-date information.

Stochastics (Probability and Statistics)

Stochastik

Lecturers & Examiners: Prof. em. Dr. Paul Embrechts
MAVT: Wird im neuen Studienplan im 5. Semester als Wahlfach angeboten
VVZ CR n/a

Last Updated: 2026-02-05 14:53:10

Abstract

The notion of probability, Random variables and probability distribution, Continuous case,Several random variables, Joint and conditional probabilities, The continuous case, Des-criptive statistics, Statistical inference: concepts and first applications to discrete case,Inference for normally distributed data, Point estimation: general methods, and Two samplecomparison.

Objective

Kenntnis der Grundlagen der Stochastik.

Content

Einführung in die Wahrscheinlichkeitstheorie, einige Grundbegriffe der mathematischen Statistik und die wichtigsten Methoden der angewandten Statistik.

General Information

Language
German
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 120 minutes
Aids
Ausgeteiltes 'Miniskript', 10 handgeschriebene A4-Seiten, Taschenrechner.

Course Components

Type Title Time & Place Hours
lecture Stochastik
  • Mon 08:15-10:00 (HG G 5)
2 h weekly
exercise Stochastik
  • Mon 10:15-11:00 (HG F 26.5)
  • Mon 12:15-13:00 (HG F 26.5)
1 h weekly

Offered In