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This entry is from Winter semester 2018/19 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
- B.Sc. Business Mathematics
- M.Sc. Computer Science
- M.Sc. Mathematics
- M.Sc. Business Informatics
- M.Sc. Business Mathematics
When studying M.Sc. Mathematics, this module can be attended in the study area Specialization Modules in Mathematics.
Die Wahlmöglichkeit des Moduls ist dadurch beschränkt, dass es der Angewandten Mathematics zugeordnet ist.
Recommended Reading
- 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
Please note:
This page describes a module according to the latest valid module guide in Winter semester 2018/19. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:
- Winter 2016/17
- Summer 2018
- Winter 2018/19
- Winter 2019/20
- Winter 2020/21
- Summer 2021
- Winter 2021/22
- Winter 2022/23
- Winter 2023/24 (no corresponding element)
The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.
The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.