(dt. Elementare Stochastik)
|Level, degree of commitment in original study programme||Intermediate module, required module|
|Forms of teaching and learning,
|Lecture (4 SWS), recitation class (2 SWS), |
270 hours (90 h attendance, 180 h private study)
Course requirement: Successful completion of at least 50 percent of the points from the weekly exercises.
Examination type: Written or oral examination
|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|
|One semester, |
each winter semester
|Person in charge of the module's outline||Prof. Dr. Markus Bibinger, Prof. Dr. Hajo Holzmann|
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
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.
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.
- 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
This page describes a module according to the latest valid module guide in Wintersemester 2021/22. 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:
- WiSe 2016/17 (no corresponding element)
- SoSe 2018 (no corresponding element)
- WiSe 2018/19
- WiSe 2019/20
- WiSe 2020/21
- SoSe 2021
- WiSe 2021/22
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.