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t.BA.XXM7.STS.19HS (Stochastics and Statistics)

Module: Stochastics and Statistics

This information was generated on: 27 September 2021

No.

t.BA.XXM7.STS.19HS

Title

Stochastics and Statistics

Organised by

T IAMP

Credits

4

Description

Version: 1.0 start 01 February 2019

Short description

The module introduces the terms and concepts of probability theory and statistics that are indispensable for a deeper understanding of many areas.

Module coordinator

Reif Monika (reif)

Learning objectives (competencies)

Objectives

Competences

Taxonomy levels

You can visualize data from a statistical point of view and calculate various statistical values. You can use statistics software to do this.

F,M

K3, K4

You know the basics of probability theory for the analytical description of random events.

F,M

K2, K3

You can use probability theory methods to analytically calculate probabilities and use them to evaluate dependent and independent events.

F,M

K3, K4

You understand the concept of random variables and the properties of probability density and distribution function.

F,M

K3, K4

You know the most important distributions and know how to calculate their parameters.

F,M

K2, K3

You know the laws of large numbers and the central limit theorem and their significance in statistical applications.

F,M

K2, K3

You know general methods for estimating parameters and can apply them.

F,M

K3, K4

Module contents

Descriptive Statistics

Introduction of statistical software

Representation of frequencies and distribution function

Measures of central tendency and measures of variation

Classified data

Bivariate and multivariate data (optional)

Correlation

Probability calculus

Random events

Concept of probability

Probability models

Stochastic independence

Conditional probability

Distributions

Random variable

Density function

Distribution function

Discrete distributions

Continuous distributions

Parameters

Limit theorems

Estimating and testing

Point estimate (such as linear regression, maximum likelihood estimation, moment method)

Interval estimation

Hypothesis testing

Teaching materials

Lecture notes, exercise series

Supplementary literature

Teschl, G; Teschl,S.: Mathematik für Informatiker Fahrmeir, L. et al: Statistik Cramer, E.; Kamps, U.: Grundlagen der Wahrscheinlichkeitsrechnung und Statistik - Eine Einführung für Studierende der Informatik, der Ingenieur- und Wirtschaftswissenschaften

The module description is part of the legal basis in addition to the general academic regulations. It is binding. During the first week of the semester a written and communicated supplement can specify the module description in more detail.

Course: Stochastik und Statistik - Praktikum

No.

t.BA.XXM7.STS.19HS.P

Title

Stochastik und Statistik - Praktikum

Note

No module description is available in the system for the cut-off date of 01 August 2099.

Course: Stochastik und Statistik - Vorlesung

No.

t.BA.XXM7.STS.19HS.V

Title

Stochastik und Statistik - Vorlesung

Note

No module description is available in the system for the cut-off date of 01 August 2099.