Technische Universität Ilmenau

Probability Theory - Modultafeln of TU Ilmenau

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module properties Probability Theory in degree program Bachelor Mathematik 2013
module number851
examination number2400395
departmentDepartment of Mathematics and Natural Sciences
ID of group 2412 (Probability Theory and Mathematical Statistics)
module leaderProf. Dr. Thomas Hotz
term summer term only
languageDeutsch
credit points7
on-campus program (h)56
self-study (h)154
obligationobligatory module
examoral examination performance, 30 minutes
details of the certificate
signup details for alternative examinations
maximum number of participants
previous knowledge and experience

Maßtheorie; Analysis 1-3

learning outcome

Die Studierenden sind in der Lage, Zufallsexperimente zu modellieren, derartige Modelle kritisch zu bewerten, und - insbesondere ihr asymptotisches Verhalten - zu analysieren.

content

Wahrscheinlichkeiten, Zufallsvariablen, Verteilungen, Konvergenz, Gesetze der großen Zahlen, zentraler Grenzwertsatz, bedingte Erwartungswerte und Wahrscheinlichkeiten

media of instruction

Tafel, Skript, Aufgaben, Software

literature / references

Klenke, A. (2006). Wahrscheinlichkeitstheorie, 3rd edn, Springer, Berlin.
Durrett, R. (1996). Probability: Theory and Examples, 2nd edn, Wadsworth Publishing Company, Belmont, CA.
Ross, S. M. and Peköz, E. A. (2007). A Second Course in Probability, www.ProbabilityBookstore.com, Boston, MA.
Krengel, U. (1998). Einführung in die Wahrscheinlichkeitstheorie und Statistik, 4th edn, vieweg, Braunschweig.

evaluation of teaching

Pflichtevaluation:

SS 2014 (Fach)

Freiwillige Evaluation:

Hospitation: