Inhalt

[ 951MATSPRTU14 ] UE (*)Probability Theory

Versionsauswahl
(*) Leider ist diese Information in Deutsch nicht verfügbar.
Workload Ausbildungslevel Studienfachbereich VerantwortlicheR Semesterstunden Anbietende Uni
6 ECTS M1 - Master 1. Jahr Statistik Andreas Quatember 2 SSt Johannes Kepler Universität Linz
Detailinformationen
Anmeldevoraussetzungen (*)keine
Quellcurriculum Masterstudium Statistics and Data Science 2025W
Lernergebnisse
Kompetenzen
(*)The courses VL and UE Probability Theory form an inseparable didactic unit. The learning outcomes described below are achieved through the interaction of the two courses:

Students know and understand concepts and results of probability theory

Fertigkeiten Kenntnisse
(*)
  • Knowing and understanding of fundamental concepts of probability theory (k1,k2)
  • Proving and explaining concepts of probability theory (k1,k2)
  • Solving problems using methods and concepts of probability theory (k3,k4, k5)
  • Applying concepts of probability theory for statistical modelling (k3,k4)
  • Performing simulation studies for problems in probability theory with the statistics software R (k2,k3)
(*)
  • Basic concepts of probability calculus
  • Univariate and multivariate probability distributions
  • Transformation of uni- and multivariate random variables
  • Moments of random variables and moment generating functions
  • Stochastic dependence and independence
  • Distribution of sums of random variables
  • Convergence concepts
  • Central limit theorem
  • Simulation of random variables
Beurteilungskriterien (*)Homework exercises and exam
Lehrmethoden (*)Presentation and discussion of homework exercises
Abhaltungssprache Englisch
Literatur (*)Casella G. and Berger R. (2010). Statistical Inference.
Lehrinhalte wechselnd? Nein
Präsenzlehrveranstaltung
Teilungsziffer 40
Zuteilungsverfahren Zuteilung nach Vorrangzahl