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German original

Elementary Stochastics
(dt. Elementare Stochastik)

Level, degree of commitment in original study programme Intermediate module, required 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
Translation missing. German original:
Studienleistung: Erreichen von mindestens 50 Prozent der Punkte aus den wöchentlich zu bearbeitenden Übungsaufgaben.
Prüfungsleistung: Klausur oder mündliche Prüfung
Language,
Grading
German,
The grading is done with 0 to 15 points according to the examination regulations for study course B.Sc. Business Mathematics.
Original study programme B.Sc. Wirtschaftsmathematik / Grundlagen der Mathematik
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.


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 Wintersemester 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:

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.