EventoWeb
Zürcher Hochschule für Angewandte Wissenschaften
[
German (Switzerland)
German (Switzerland)
] [
English
English
]
Not registered
[home]
[Login]
[Print]
Navigation
Kontakt zu Service Desk
Online-Dokumentation
Allgemeiner Zugriff
Module suchen
t.BA.XXM5.STS.19HS (Stochastics and Statistics)
Module: Stochastics and Statistics
This information was generated on: 29 July 2021
No.
t.BA.XXM5.STS.19HS
Title
Stochastics and Statistics
Organised by
T IAMP
Credits
4
Description
Version: 2.0 start 01 August 2021
Short description
Introduction to the theory of probability and statistics.
Module coordinator
Tom Weinmann (weto)
Learning objectives (competencies)
Objectives
Competences
Taxonomy levels
Students are familiar with the basic terms and concepts of the theory of probability and are able to create and analyze probabilistic models.
F,M
3,4,5,6
Students are able to use probabilistic methods for the analytical as well as numerical calculation of probabilities.
F,M
3,6
Students understand the concept of random variables and the properties of the probability density function and the distribution function.
F,M
3,4
Students are familiar with the most important distributions and understand the concept of the joint distribution, the conditional distribution as well as the concept of covariance and correlation of random variables.
F,M
3,5
Students understand the laws of large numbers and the central limit theorem and grasp their impact on statistical applications.
F,M
3,5
Students are familiar with the most important methods for estimating parameters and testing hypotheses and are capable to apply these methods.
F,M
3,4
Module contents
Basic terms:
- probability spaces
- independence of events
- combinatorics and probability
- probability of unions
Conditional probability:
- multiplication rule
- rule of total probability
- Bayes' theorem
Discrete random variables:
- distribution of a random variable
- expected value of a random variable
- variance and standard deviation of a random variable
- some discrete distributions (binomial, multinomial, poisson, ...)
General random variables:
- expected value and variance of absolutely continuous random variables
- Some continuous distributions (uniform distribution, exponential distribution, normal distribution, ...)
- transformations of random variables
- joint distribution, marginal distribution and conditional distribution
- sums of independent random variables
- covariance, variance and correlation
Limit theorems:
- laws of large numbers
- central limit theorem
Statistical concepts:
- point estimates (method of moments, maximum likelihood method)
- interval estimates (expected value of a normal distribution with known / unknown variance, expected value of any distribution for large samples, ...)
- testing hypotheses (binary hypotheses, parametrized hypotheses, hypotheses about the distribution function, ...)
Teaching materials
Depending on the lecturer: script, slides, exercise series
Supplementary literature
Prerequisites
Teaching language
(X) German ( ) English
Part of International Profile
( ) Yes (X) No
Module structure
Type 3a
For more details please click on this link:
T_CL_Modulauspraegungen_SM2025
Exams
Description
Type
Form
Scope
Grade
Weighting
Graded assignments during teaching semester
depends on lecturer
Grade
40 Percent
End-of-semester exam
exam
written
90 Minutes
Grade
60 Percent
Remarks
Legal basis
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.
Note
Additional available versions:
1.0 start 01 February 2020
Course: Stochastik und Statistik - Praktikum
No.
t.BA.XXM5.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.XXM5.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.