Probability Theory and Statistics (D-ITET)

Starting date of lectures: Monday February 18, 2013.

Starting date of the exercise classes: Monday February 18, 2013.

Testat requirements: At least two thirds of the exercises attempted.

Exercises: Details for the exercises are here.

Summary: For a summary of this page contents, please click here.

Content

The basic notions of probability theory, illustrated with many examples. In particular: the concept of probability space, the axioms of Kolmogorov, discrete and continuous models, product spaces, densities, distribution functions, transformations of probability distributions. Independence, conditional probabilities, Bayes' formula, conditional distributions. Expectation of a random variable, variance and covariance, linear estimator, conditional expectation, Law of Large Numbers, Central Limit Theorem. Introduction to statistics: estimation of parameters, testing of hypotheses.

Lecture notes

A free script will be distributed in class and will also be available during the office hours (see below).

Office Hours

During the semester, office hours will take place as usual on Mondays and Thursdays, 12:00 - 13:00 in room HG G 32.6 (click here for more details).

Examination

Examination day and time will not be announced on this page and should be communicated to you via another medium once examination planning is finalized by the rectorat.

Please take note that you are allowed to 5 two-sided handwritten pages of notes during the examinations. Prints or photocopies will not be allowed during the examination. Additionally, calculators will not be allowed (or needed for the examination). Probability tables for the normal or chi-square distributions will be distributed with the exam, if needed.

Literature

Textbook: P. Brémaud: 'An Introduction to Probabilistic Modeling', Springer, 1988.