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401-0604-00L 4 Credits BSC D-ITET , D-MATH
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Probability Theory and Statistics

Wahrscheinlichkeitstheorie und Statistik

Lecturers & Examiners: Prof. Dr. Beatrice Acciaio
VVZ CR 1.6

Last Updated: 2026-02-05 16:07:23

Abstract

Probability models and applications, introduction to statistical estimation and statistical tests.

Objective

Ability to understand the covered methods and models from probability theory and to apply them in other contexts. Ability to perform basic statistical tests and to interpret the results.

Content

The concept of probability space and some classical models: the axioms of Kolmogorov, easy consequences, discrete models, densities, product spaces, relations between various models, distribution functions, transformations of probability distributions. Conditional probabilities, definition and examples, calculation of absolute probabilities from conditional probabilities, Bayes' formula, conditional distribution. Expectation of a random variable,application to coding, variance, covariance and correlation, linear estimator, law of large numbers, central limit theorem. Introduction to statistics: estimation of parameters and tests

Resources

Lecture Notes

yes

Literature

Textbuch: P. Brémaud: 'An Introduction to Probabilistic Modeling', Springer, 1988.

Learning Materials (Links)

General Information

Language
English (lecture), German (exercise)
Levels
BSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 90 minutes
Aids
5 beidseitig von Hand beschriebene A4-Blätter, keine Taschenrechner.
Als (freiwillige) Lernelemente werden zwei Quizzes (gegen Ende März und Mitte Mai) angeboten, welche einen Bonus von maximal 0.25 Notenpunkten zur Endnote beitragen können.

Course Components

Type Title Time & Place Hours
lecture Wahrscheinlichkeitstheorie und Statistik (Probability Theory and Statistics)
  • Mon 10:15-12:00 (HG F 1)
2 h weekly
exercise Wahrscheinlichkeitstheorie und Statistik
Groups are selected in myStudies.
  • Mon 13:15-14:00 (HG E 33.1)
  • Mon 13:15-14:00 (HG E 33.3)
  • Mon 13:15-14:00 (HG F 26.5)
  • Mon 13:15-14:00 (HG G 26.5)
  • Mon 13:15-14:00 (LFW C 1)
  • Mon 13:15-14:00 (LFW C 4)
  • Mon 13:15-14:00 (ML H 41.1)
1 h weekly

Offered In