Technische Universität Ilmenau

Probability Theory and Mathematical Statistics - Interactive curriculae of TU Ilmenau

The interactive curriculae provide information on the degree programmes offered by the TU Ilmenau.

Please refer to the respective study and examination rules and regulations for the legally binding curricula (Annex Curriculum).

You can find all details on planned lectures and classes in the course catalogue.

Please note that this page is no longer updated. All modules and study plans from PO version 2021 onwards (Bachelor and Master study programs) are now available on the Campus Portal.

module properties Probability Theory and Mathematical Statistics in degree program Bachelor Data Science 2025
module number201317
examination number2400924
departmentDepartment of Mathematics and Natural Sciences
ID of group 2412 (Probability Theory and Mathematical Statistics)
module leaderProf. Dr. Thomas Hotz
term winter term only
languageEnglisch
credit points5
on-campus program (h)45
self-study (h)105
obligationobligatory module
examoral examination performance, 30 minutes
details of the certificate
link to Moodle course
teacher
signup details for alternative examinations
maximum number of participants
previous knowledge and experienceCalculus; applied linear algebra; applied probability theory and statistics
learning outcomeStudents have a working knowledge of measure and integration theory which they can apply to problems in probabiltiy theory. They are able to model random experiments, and to analyse them both theoretically and by simulation. They are familiar with the foundations of mathematical statistics, based on which they can develop and analyse methods for statistical inference, in particular using asymptotics.
contentSummary of measure and integration theory; probabilistic modelling and limit theorems; basic mathematical, in particular asymptotic, statistics
media of instruction and technical requirements for education and examination in case of online participationSkript, Jupyter Notebooks, Folien, Tafel, Software
literature / references

Krengel, U.: Einführung in die Wahrscheinlichkeitstheorie und Statistik. 4. Aufl., vieweg, 1998.
Klenke, A. (2006). Wahrscheinlichkeitstheorie, 3rd edn, Springer, Berlin.
Durrett, R. (1996). Probability: Theory and Examples, 2nd edn, Wadsworth Publishing Company, Belmont, CA.
Bickel, P. J. and Doksum, K. A. (1996). Mathematical Statistics - Basic Ideas and Selected Topics, Vol. 1, 2nd edn, Prentice Hall, Upper Saddle River, NJ.Pruscha, H. (2000). Vorlesungen über Mathematische Statistik, B. G. Teubner, Stuttgart.

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