This entry is from Summer semester 2018 and might be obsolete. No current equivalent could be found.

# Elementary Stochastics (dt. Elementare Stochastik)

 Level, degree of commitment Advanced module, compulsory elective module Forms of teaching and learning,workload Lecture (4 SWS), recitation class (2 SWS), 270 hours (90 h attendance, 180 h private study) Credit points,formal requirements 9 CP Course requirement(s): Written or oral examination Examination type: Successful completion of at least 50 percent of the points from the weekly exercises. Language,Grading German,The grading is done with 0 to 15 points according to the examination regulations for the degree program B.Sc. Business Mathematics. Duration,frequency One semester, each winter semester Person in charge of the module's outline Prof. Dr. Markus Bibinger, Prof. Dr. Hajo Holzmann

## Contents

Basic concepts of probability theory

• probability space, events, discrete probability distributions, combinatorics
• conditional probability, independence, random variables, expected value, conditional expected value, variance, covariance, correlation, moments
• general probability spaces and random variables
• laws of large numbers and central limit theorem, basic concepts of statistics
• descriptive statistics and data types
• elements of inferential statistics: estimation, confidence sets, hypothesis testing

## Qualification Goals

The students shall

• learn the basics of stochastics,
• practice to model random quantities using theoretical probabilistic models,
• get to know the basic principles of descriptive and conclusive statistics,
• practice mathematical working methods (development of mathematical intuition and its formal justification, training of the ability to abstract, proof techniques),
• improve their oral communication skills in the exercises by practicing free speech in front of an audience and during discussion.

## Prerequisites

Translation is missing. Here is the German original:

Keine. Empfohlen werden die Kompetenzen, die in den mathematischen Basismodulen Lineare Algebra und Analysis vermittelt werden.

## Applicability

Module imported from B.Sc. Business Mathematics.

It can be attended at FB12 in study program(s)

• B.Sc. Data Science
• B.Sc. Computer Science
• B.Sc. Mathematics
• M.Sc. Computer Science
• M.Sc. Mathematics

When studying B.Sc. Computer Science, this module can be attended in the study area Minor subject Mathematics.

• Dehling, H., Haupt, B., „Einführung in die Wahrscheinlichkeitstheorie und Statistik“, Springer 2003.
• Georgii, H. O. „Stochastik: Einführung in die Wahrscheinlichkeitstheorie und Statistik“, 4. Auflage. De Gruyter, 2009
• Henze, N. „Stochastik für Einsteiger“, 7. Auflage, Vieweg, 2008