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401-2604-00L 8 Credits BSC D-PHYS , D-MATH
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Probability and Statistics

Wahrscheinlichkeit und Statistik (Probability and Statistics)

Lecturers & Examiners: Prof. Dr. Fadoua Balabdaoui
VVZ CR n/a

Last Updated: 2026-02-05 16:22:24

Abstract

- Probability spaces- Discrete models, Randiom walk- Conditional probabilities, independence- Continuous models- Limit theorems- Methods of moments- Maximum likelihood estimation- Hypothesis testing- Confidence intervals- Introductory Bayesian statistics- Linear regression model

Objective

The first part of the course gives an overview of the main concepts needed to understand probability theory (sample spaces, discrete models, random walk, contiuous models and limit theorems such as the Laws of Large Numbers and the Central limit theorem). It will be based on the German script "Wahrscheinlichkeitsrechnung und Statistik". The second part covers some fundamental results of mathematical statistics including estimation methods, hypothesis testing as well as the linear regression model. For this part, we will use the script "Statistics for Mathematics". Both scripts are available at https://www.stat.math.ethz.ch/~fadouab/ The lectures will be given in English.

Resources

Lecture Notes

(*) Wahrscheinlichkeitsrechnung und Statistik(*) Statistics for MathematicsThe scripts are available athttps://www.stat.math.ethz.ch/~fadouab/

Literature

A. DasGupta, Fundamentals of Probability: A First Course, Springer (2010) R. Berger and G. Casella, Statistical Inference, Duxbury Press (1990) J. A. Rice, Mathematical Statistics and Data Analysis, Wadsworth, second edition (1995) H.-O. Georgii, Stochastik, de Gruyter, 5. Auflage (2015) A. Irle, Wahrscheinlichkeitstheorie und Statistik, Teubner (2001)

Learning Materials (Links)

General Information

Language
English
Levels
BSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 180 minutes
Aids
Collection of formulas; precise format will be communicated in the course taught in the Spring Semester or on the course webpage.

Course Components

Type Title Time & Place Hours
lecture Wahrscheinlichkeit und Statistik (Probability and Statistics)
  • Tue 08:15-10:00 (HG G 5)
  • Thu 08:15-10:00 (HG G 5)
4 h weekly
exercise Wahrscheinlichkeit und Statistik (Probability and Statistics)
Groups are selected in myStudies.
  • Tue 12:15-14:00 (HG E 33.5)
  • Tue 14:15-16:00 (CHN D 29)
  • Tue 14:15-16:00 (CHN D 46)
  • Tue 14:15-16:00 (HG E 33.5)
  • Tue 14:15-16:00 (LFW E 13)
2 h weekly

Offered In