Technische Universität Ilmenau

Statistical Analysis Techniques - Modultafeln of TU Ilmenau

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module properties module number 5803 - common information
module number5803
departmentDepartment of Mathematics and Natural Sciences
ID of group241B (Stochastics)
module 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 and technical requirements for education and examination in case of online participation

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 reference subject
module nameStatistical Analysis Techniques
examination number2400177
credit points
SWS3
on-campus program (h)
self-study (h)
obligationobligatory module
examnone
details of the certificate
alternative examination performance due to COVID-19 regulations incl. technical requirements
signup details for alternative examinations
maximum number of participants
Details in degree program Master Mathematik und Wirtschaftsmathematik 2013 (WM), Master Mathematik und Wirtschaftsmathematik 2013 (AM)
module nameStatistical Analysis Techniques
examination number2400177
credit points4
on-campus program (h)34
self-study (h)86
obligationelective module
examnone
details of the certificate
alternative examination performance due to COVID-19 regulations incl. technical requirements
signup details for alternative examinations
maximum number of participants