Inhalt

[ 951MATSPRTU14 ] UE Probability Theory

Versionsauswahl
Workload Education level Study areas Responsible person Hours per week Coordinating university
6 ECTS M1 - Master's programme 1. year Statistics Andreas Quatember 2 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites keine
Original study plan Master's programme Statistics and Data Science 2025W
Learning Outcomes
Competences
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

Skills Knowledge
  • 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
Criteria for evaluation Homework exercises and exam
Methods Presentation and discussion of homework exercises
Language English
Study material Casella G. and Berger R. (2010). Statistical Inference.
Changing subject? No
On-site course
Maximum number of participants 40
Assignment procedure Assignment according to priority