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Stochastics (Probability and Statistics)
Stochastik
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 |
|
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.
|
|
1 h weekly |