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406-2604-AAL 7 Credits MSC D-MATH
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Probability and Statistics

Lecturers & Examiners: Prof. Dr. Martin Schweizer
Enrolment 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.
VVZ CR n/a

Last Updated: 2026-02-05 15:41:16

Abstract

- Discrete probability spaces- Continuous models- Limit theorems- Introduction to statistics

Objective

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.

Content

- Probability: Chapters 1-12 from the book by DasGupta - Statistics: Chapters 8-11 from the book by Rice

Resources

Lecture Notes

There will be lecture notes (in German) that are continuously updated during the semester.

Literature

A. DasGupta, Fundamentals of Probability: A First Course, Springer (2010) J. A. Rice, Mathematical Statistics and Data Analysis, Duxbury Press, second edition (1995)

General Information

Language
English
Levels
MSC
Frequency
Semesterly recurring

Examination

Type
session examination
Mode
written 180 minutes
Aids
Collection of formulas; precise format will be communicated in the course (Course 401-2604-00L Probability and Statistics (taught in the Spring Semester)) or on the course webpage.

Course Components

Type Title Time & Place Hours
revision course / private study Probability and Statistics
Self-study course. No presence required.
No time listed 210 h semesterly

Offered In