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406-2604-AAL 8 Credits MSC D-MATH
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Probability and Statistics

Lecturers & Examiners: Prof. Dr. Jonas Peters
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: 2026-06-01 11:33:52

Abstract

Probability and Statistics

Objective

The first part of the course provides an introduction into probability theory (sample spaces, random variables, probability mass functions, probability density functions, expectation, variance, limit theorems such as the law of large numbers and the central limit theorem, joint distributions, independence). The second part of the course provides an introduction into statistics (estimator, confidence interval, hypothesis test, linear regression). We will use the programming language R. The lectures are held in German, but we use English terminology for technical terms. The lecture notes are at least partially written in English.

Content

see moodle

Resources

Lecture Notes

see moodle

Literature

see moodle

General Information

Language
English
Levels
MSC
Frequency
Semesterly recurring

Examination

Type
session examination
Mode
written 180 minutes
Aids
None

Course Components

Type Title Time & Place Hours
revision course / private study Probability and Statistics
Self-study course. No presence required.
No time listed 240 h semesterly

Offered In

  • Statistik Master (Die hier aufgelisteten Lehrveranstaltungen gehören zum Curriculum des Master-Studiengangs Statistik. Die entsprechenden KP gelten nicht als Mobilitäts-KP, auch wenn gewisse Lerneinheiten nicht an der ETH Zürich belegt werden können.)