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 Statistical Analysis Techniques in major Master Mathematik und Wirtschaftsmathematik 2013 (WM)
subject number5803
examination number2400177
departmentDepartment of Mathematics and Natural Sciences
ID of group 241B (Stochastics Group)
subject leaderProf. Dr. Thomas Hotz
term Sommersemester
languageDeutsch
credit points4
on-campus program (h)34
self-study (h)86
Obligationobligatory elective
examnone
details of the certificate
maximum number of participants
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

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