[ 951MATSPRTV14 ] VL Probability Theory

Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS M1 - Master's programme 1. year Statistics Milan Stehlik 2 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites keine
Original study plan Master's programme Statistics 2021W
Objectives Knowledge of basic concepts and results in probability theory
Subject uni- and multivariate distributions, stochastic dependence and independence
transformation of random variables

sums of random variables, convergence concepts, central limit theorem

Criteria for evaluation Exam
Methods Lecture
Language English
Study material Casella G. and Berger R. (2010). Statistical Inference.
Changing subject? No
Corresponding lecture in collaboration with 951MASTASIV14: VL Advanced Statistical Inference (4 ECTS) equivalent to
5MSMS2VO: VL Mathematische Statistik II (8 ECTS)
On-site course
Maximum number of participants 100
Assignment procedure Assignment according to priority