Technische Universität Ilmenau

Statistical Analysis Techniques - Modultafeln of TU Ilmenau

The Modultafeln have a pure informational character. The legally binding information can be found in the corresponding Studienplan and Modulhandbuch, which are served on the pages of the course offers. Please also pay attention to this legal advice (german only). Information on place and time of the actual lectures is served in the Vorlesungsverzeichnis.

subject properties subject number 5803 - common information
subject number5803
departmentDepartment of Mathematics and Natural Sciences
ID of group241B (Stochastics Group)
subject leaderProf. Dr. Thomas Hotz
languageDeutsch
term Sommersemester
previous knowledge and experience

Analysis und Lineare Algebra, Wahrscheinlichkeitsrechnung, Mathematische Statistik

learning outcome

Die Studierenden sind in der Lage, erhobene Daten im Rahmen eines geeigneten statistischen Modells, insbesondere desjenigen der linearen Regresseion, zu analysieren und die Qualität dieser Modellierung kritisch zu prüfen.

content

Lineares Modell, Kleinste-Quadrate-Schätzer, Inferenz im Gaußschen linearen Modell, Asymptotik, Abweichungen von den Modellannahmen, Residuenanalyse, Modellwahl, optimale Versuchsplanung, Studienplanung und -protokoll, zufällige und gemischte Effekte, verallgemeinerte lineare Modelle

media of instruction

Tafel, Skript, Aufgaben, Software

literature / references

Rao, C. R., Toutenburg, H., Shalabh and Heumann, C. (2008). Linear Models and Generalizations – Least Squares and Alternatives, Springer series in statistics, 3rd edn, Springer, Berlin.
Sengupta, D. and Jammalamadaka, S. R. (2003). Linear Models – An Integrated Approach, number 6 in Series on Multivariate Analysis, World Scientific Publishing Co. Pte. Ltd., Singapore.
Weisberg, S. (1980). Applied Linear Regression, John Wiley & Sons, New York.

evaluation of teaching

Pflichtevaluation:

Freiwillige Evaluation:

Hospitation:

Details in major Master Mathematik und Wirtschaftsmathematik 2013 (AM), Master Mathematik und Wirtschaftsmathematik 2013 (WM)
subject nameStatistical Analysis Techniques
examination number2400177
credit points4
on-campus program (h)34
self-study (h)86
Obligationobligatory elective
examnone
details of the certificate
maximum number of participants
Details in major Master Mathematik und Wirtschaftsmathematik 2008
subject nameStatistical Analysis Techniques
examination number2400177
credit points4
on-campus program (h)34
self-study (h)86
Obligationobligatory
examnone
details of the certificate
maximum number of participants