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

Lecturers & Examiners: Prof. Dr. Josef Teichmann
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 15:54:07

Abstract

- Statistical models- Methods of moments- Maximum likelihood estimation- Hypothesis testing- Confidence intervals- Introductory Bayesian statistics- Linear regression model- Rudiments of high-dimensional statistics

Objective

The 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.

Resources

Lecture Notes

Script of Prof. Dr. S. van de Geer

Literature

These 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

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