312.177 (19W) Statistical Decision Theory
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 schemePosition 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)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
-
Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Compulsory subject)
- 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)
-
3.1 Statistical Decision Theory (
2.0h VO / 3.0 ECTS)
-
Subject: Statistics
(Compulsory subject)
- 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)
-
Statistische Entscheidungstheorie (
3.0h VU / 6.0 ECTS)
-
Subject: Angewandte Statistik
(Compulsory elective)
- 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)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)