German original

# Internship Stochastics (dt. Praktikum zur Stochastik)

 Level, degree of commitment in original study programme Practical module, compulsory elective module Forms of teaching and learning,workload Internship (4 SWS), 180 hours (60 h attendance, 120 h private study) Credit points,formal requirements 6 CP Course requirement: None, but attendance is compulsory. Examination type: The examination consists of eight to ten individual tests, two oral presentations with a written assignment. Language,Grading German,Das Modul ist unbenotet gemäß der Prüfungsordnung für den Studiengang B.Sc. Business Mathematics. Original study programme B.Sc. Wirtschaftsmathematik / Vertiefungsbereich Duration,frequency One semester, Jeweils im Sommersemester / als Blockveranstaltung in der vorlesungsfreien Zeit im Frühjahr Person in charge of the module's outline Prof. Dr. Markus Bibinger, Prof. Dr. Hajo Holzmann

## Contents

The practical course is based on the statistics software ''R''. First, the functionalities of ''R'' are introduced. Subsequently, the theory is briefly introduced to the topics listed below. The methods introduced are investigated with ''R'' on the basis of simulations and applied to data sets.

Topics (only a selection is covered)

• Basics in dealing with R
• Random variables and their simulation
• descriptive statistics and graphics
• Point and interval estimation
• Statistical hypothesis tests
• Analysis of multivariate data
• Linear Regression
• Covariance and variance analysis
• Generalized linear models

## Qualification Goals

The students shall

• learn how to use the statistics software R,
• be able to investigate statistical methods by means of suitable simulations,
• be able to apply appropriate statistical methods to given data sets and problems,
• to summarize the obtained results in an appropriate written report,
• gain experience in teamwork and work organisation during the development of tasks.

## Prerequisites

None. The competences taught in the following modules are recommended: either Foundations of Mathematics and Linear Algebra I and Linear Algebra II or Basic Linear Algebra, either Analysis I and Analysis II or Basic Real Analysis, Elementary Stochastics.