311.170 (14W) Stochastics 1

Wintersemester 2014/15

Registration deadline has expired.

First course session
03.10.2014 10:00 - 12:00 HS 1 On Campus
... no further dates known

Overview

Lecturer
Course title german Stochastik 1
Type Lecture
Hours per Week 2.0
ECTS credits 3.0
Registrations 203
Organisational unit
Language of instruction German
Course begins on 01.10.2014

Time and place

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Course Information

Teaching methodology including the use of eLearning tools

Lecture

Course content

Die Beschreibung der Lehrveranstaltung ist in Englisch, die Vorlesung findet auf Deutsch statt.

Topics

  • 1 Random situations and probabilties
  • Including conditional probabilities and Bayes formula
  • 2 Random variables and distributions
  • Types and parameters of distributions (includ. Chebyshev's inequality)
  • Discrete and continuous distributions
  • Amendments (Measure theory, interpretation of concepts, technology)
  • 3 Joint distributions and limit theorems
  • Including weak law of large numbers and central limit theorem
  • Amendments (Multivariate normal, Poisson process, Simulation)
  • 4 Random samples and statistical inference
  • Including statistics from normal samples (chi-square, t, F distributions)
  • Amendments (confidence intervals for unknown parameters; random numbers)

Teaching objective

To develop competencies to recognize and model real situations by probabilistic notions.

Prior knowledge expected

Knowledge from secondary schools; first course of calculus at university; simple combinatorial counting methods.

Literature

M. Borovcnik (2013): Stochastik 1. Klagenfurt. Mosler, K. & Schmid, F. (2010): Wahrscheinlichkeitsrechnung und schließende Statistik. Berlin: Springer. Grinstead, C.M. & Snell, J.L. (2005): Introduction to Probability. Raleigh: American Mathematical Society (AMS). Online: http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/amsbook.mac.pdf

Examination information

Im Fall von online durchgeführten Prüfungen sind die Standards zu beachten, die die technischen Geräte der Studierenden erfüllen müssen, um an diesen Prüfungen teilnehmen zu können.

Examination topic(s)

i. themes (overview questions; no materials, textbooks etc. admitted) ii. tasks (similar to the exercises during the term; extra material and excel or R as software allowed).

Assessment criteria / Standards of assessment for examinations

Written exam paper with 2 parts: i. theory (weight/time 1 hours); ii. tasks (weight/time 2 hour) The exam time of three hours is intended to allow for stress-reduced working.

Grading scheme

Grade / Grade grading scheme

Position in the curriculum

  • Teacher training programme Mathematics (Secondary School Teacher Accreditation) (SKZ: 406, Version: 04W.7)
    • Stage two
      • Subject: Stochastik (LM 2.3.) (Compulsory subject)
        • Stochastik I und II ( 4.0h VO / 5.0 ECTS)
          • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
  • Bachelor's degree programme Applied Informatics (SKZ: 511, Version: 12W.1)
    • Subject: Mathematics and Theoretical Principles (Compulsory subject)
      • Stochastik 1 ( 2.0h VO / 2.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
          Absolvierung im 3. Semester empfohlen
  • Bachelorstudium Informatik (SKZ: 521, Version: 09W.3)
    • Subject: Mathematik und theoretische Grundlagen (Compulsory subject)
      • Stochastik ( 2.0h VO / 2.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
  • Bachelor's degree programme Information Management (SKZ: 522, Version: 12W.1)
    • Subject: Wahlfach Mathematik und Statistik (Informatik) (Compulsory elective)
      • 1.1.2 Stochastik ( 0.0h VO / 2.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
  • Bachelor's degree programme Information Management (SKZ: 522, Version: 05W.4)
    • Subject: Fächerkombination A (Compulsory elective)
      • Module: Fächerkombination A - Formale Grundlagen I
        • Stochastik ( 2.0h VO / 3.0 ECTS)
          • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
  • Bachelor's degree programme Information Technology (SKZ: 289, Version: 12W.2)
    • Subject: Höhere Mathematik II (Compulsory elective)
      • Stochastik 1 ( 2.0h VO / 3.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
          Absolvierung im 3. Semester empfohlen
  • Bachelor's degree programme Information Technology (SKZ: 289, Version: 12W.2)
    • Subject: Informationstechnische Vertiefung sowie mathematische Ergänzung (Compulsory elective)
      • Wahl von Lehrveranstaltungen ( 0.0h VK/VO/KU / 8.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
  • Bachelor's degree programme Information Technology (SKZ: 289, Version: 09W.2)
    • Subject: Höhere Mathematik II (Compulsory subject)
      • Stochastik I ( 2.0h VO / 2.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 2.0 ECTS)
  • Bachelor's degree programme Information Technology (SKZ: 289, Version: 06W.1)
    • Subject: Advanced Mathematics (Compulsory subject)
      • Stochastics I ( 2.0h VO / 3.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
  • Bachelor's degree programme Technical Mathematics (SKZ: 201, Version: 12W.2)
    • Subject: Stochastik (Compulsory subject)
      • Stochastik 1 ( 2.0h VO / 3.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)
  • Bachelor's degree programme Technical Mathematics and Data-Analyses (SKZ: 201, Version: 03W.3)
    • Subject: Stochastik (Compulsory subject)
      • Stochastik I ( 2.0h VO / 2.0 ECTS)
        • 311.170 Stochastics 1 (2.0h VO / 3.0 ECTS)

Equivalent courses for counting the examination attempts

Wintersemester 2016/17
  • 311.170 VO Stochastik 1 (2.0h / 3.0ECTS)
Wintersemester 2015/16
  • 311.170 VO Stochastik 1 (2.0h / 3.0ECTS)
Wintersemester 2013/14
  • 311.170 VO Stochastik 1 (2.0h / 3.0ECTS)
Wintersemester 2012/13
  • 311.170 VO Stochastik 1 (2.0h / 3.0ECTS)