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401-0604-00L 4 Credits BSC D-ITET , D-MATH

Probability Theory and Statistics

Wahrscheinlichkeitstheorie und Statistik

Lecturers & Examiners: Prof. Dr. Patrick Cheridito
VVZ CR 1.6

Last Updated: 2026-06-03 00:14:19

Abstract

Introduction to probability and statistics

Objective

Ability to understand and apply the probabilistic and statistical methods covered.

Content

Probabilities and probability distributions, independence, joint and conditional probabilities, Bayes' theorem, random variables, probability mass function, density, (conditional) expectation, variance, standard deviation, covariance, correlation, stochastic inequalities, law of large numbers, central limit theorem, descriptive statistics, statistical inference, parameter estimation, confidence intervals, statistical tests, linear regression, ridge regression, lasso

Resources

Literature

Lukas Meier (2023). Wahrscheinlichkeitsrechnung und Statistik. Springer Spektrum.

Learning Materials (Links)

General Information

Language
German
Levels
BSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 120 minutes
Aids
Hilfsmittel schriftlich: 5 A4-Blätter, beidseitig, von Hand beschrieben oder gedruckt (Schriftgrösse mindestens 11 Punkt), keine Taschenrechner.

Course Components

Type Title Time & Place Hours
lecture Wahrscheinlichkeitstheorie und Statistik
  • 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 D 5.2)
  • Mon 13:15-14:00 (HG E 33.1)
  • Mon 13:15-14:00 (HG E 33.3)
  • Mon 13:15-14:00 (HG G 26.5)
  • Mon 13:15-14:00 (ML F 36)
1 h weekly

Offered In