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

Lecturers & Examiners: Prof. Dr. Fadoua Balabdaoui
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 16:02:15

Abstract

Introduction to probability and statistics with many examples, based on chapters from the books "Probability and Random Processes" by G. Grimmett and D. Stirzaker and "Mathematical Statistics and Data Analysis" by J. Rice.

Objective

The goal of this course is to provide an introduction to the basic ideas and concepts from probability theory and mathematical statistics. In addition to a mathematically rigorous treatment, also an intuitive understanding and familiarity with the ideas behind the definitions are emphasized. Measure theory is not used systematically, but it should become clear why and where measure theory is needed.

Content

Probability: Chapters 1-5 (Probabilities and events, Discrete and continuous random variables, Generating functions) and Sections 7.1-7.5 (Convergence of random variables) from the book "Probability and Random Processes". Most of this material is also covered in Chap. 1-5 of "Mathematical Statistics and Data Analysis", on a slightly easier level. Statistics: Sections 8.1 - 8.5 (Estimation of parameters), 9.1 - 9.4 (Testing Hypotheses), 11.1 - 11.3 (Comparing two samples) from "Mathematical Statistics and Data Analysis".

Resources

Literature

Geoffrey Grimmett and David Stirzaker, Probability and Random Processes. 3rd Edition. Oxford University Press, 2001. John A. Rice, Mathematical Statistics and Data Analysis, 3rd edition. Duxbury Press, 2006.

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