312.177 (19W) Statistical Decision Theory

Wintersemester 2019/20

Registration deadline has expired.

First course session
11.10.2019 13:00 - 15:00 N.0.07 On Campus
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Overview

Lecturer
Course title german Statistical Decision Theory
Type Lecture
Hours per Week 2.0
ECTS credits 3.0
Registrations 15
Organisational unit
Language of instruction English
possible language(s) of the assessment English
Course begins on 11.10.2019
eLearning Go to Moodle course

Time and place

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Course Information

Course content

Loss-function, risk-functions, Bayes-theorem, decision principles, minimax-decisions, least favourable prior, Bayesian inference problems as decision problems, some Bayes examples and priors, Axiomatization of Savage, Axiomatization of Neumann-Morgenstern.

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 methodology

oral examination 45 min

Examination topic(s)

Topics of the lectures

Grading scheme

Grade / Grade grading scheme

Position in the curriculum

  • Thematic Doctoral Programme Modeling-Analysis-Optimization of discrete, continuous and stochastic systems (SKZ: ---, Version: 16W.1)
    • Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems (Compulsory subject)
      • Modeling-Analysis - Optimization of discrete, continuous and stochastic systems ( 0.0h XX / 0.0 ECTS)
        • 312.177 Statistical Decision Theory (2.0h VO / 3.0 ECTS)
  • Masterstudium Mathematics (SKZ: 401, Version: 18W.1)
    • Subject: Statistics (Compulsory subject)
      • 3.1 Statistical Decision Theory ( 2.0h VO / 3.0 ECTS)
        • 312.177 Statistical Decision Theory (2.0h VO / 3.0 ECTS)
  • Master's degree programme Technical Mathematics (SKZ: 401, Version: 13W.1)
    • Subject: Angewandte Statistik (Compulsory elective)
      • Statistische Entscheidungstheorie ( 3.0h VU / 6.0 ECTS)
        • 312.177 Statistical Decision Theory (2.0h VO / 3.0 ECTS)
  • Doctoral programme Doctoral programme in Technical Sciences (SKZ: 786, Version: 12W.4)
    • Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 16.0h XX / 32.0 ECTS)
        • 312.177 Statistical Decision Theory (2.0h VO / 3.0 ECTS)

Equivalent courses for counting the examination attempts

Wintersemester 2021/22
  • 312.175 VO Statistical Decision Theory (2.0h / 3.0ECTS)
Wintersemester 2020/21
  • 312.175 VO Statistical Decision Theory (2.0h / 3.0ECTS)
Wintersemester 2018/19
  • 312.177 VO Statistical Decision Theory (2.0h / 3.0ECTS)