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401-0603-00L 4 Credits BSC , MSC D-ITET , D-MATL , D-PHYS , D-MAVT , D-MATH
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Stochastics (Probability and Statistics)

Stochastik

Lecturers & Examiners: Prof. em. Dr. Paul Embrechts
VVZ CR n/a

Last Updated: 2026-02-05 15:25:18

Abstract

The notion of probability, Random variables and probability distribution, Continuous case, Several random variables, Joint and conditional probabilities, The continuous case, Descriptive statistics, Statistical inference: concepts and first applications to discrete case, Inference for normally distributed data, Point estimation: general methods, and Two sample comparison.

Objective

Knowledge of the basic principles of probability and statistics.

Content

Introduction to probability theory, some basic principles from mathematical statistics and the basic methods from applied statistics.

Resources

Lecture Notes

Course notes (handout).

Literature

- Script - Recommended literature: * Werner A. Stahel (1995) Statistische Datenanalyse. Eine Einführung für Natur- wissenschaftler. Vieweg, Braunschweig. 2., überarbeitete Auflage, 1999. * John A. Rice (1995) Mathematical Statistics and Data Analysis. Second Edition. Duxbury Press, Belmont (Ca).

General Information

Language
German
Levels
BSC , MSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 120 minutes
Aids
Ausgeteiltes Miniskript, 10 hand- oder maschinengeschriebene A4-Seiten, Taschenrechner.

Course Components

Type Title Time & Place Hours
lecture Stochastik
  • Mon 14:15-16:00 (HG E 5)
2 h weekly
exercise Stochastik
Montag 16-17 für Studiengänge Materialwissenschaft bzw. Neural Systems and Computation bzw. Rechnergestützte Wissenschaften. Dienstag 12-13 für Studiengang Maschineningenieurwissenschaften.
  • Mon 16:15-17:00 (CLA E 4)
  • Mon 16:15-17:00 (HG G 26.3)
  • Mon 16:15-17:00 (ML J 34.3)
  • Tue 12:15-13:00 (HG F 26.1)
  • Tue 12:15-13:00 (HG G 26.1)
  • Tue 12:15-13:00 (HG G 26.3)
  • Tue 12:15-13:00 (HG G 26.5)
1 h weekly

Offered In