Technische Universität Ilmenau

Statistical Analysis Techniques - Modultafeln of TU Ilmenau

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module properties Statistical Analysis Techniques in degree program Master Mathematik und Wirtschaftsmathematik 2013 (WM)
module number5803
examination number2400177
departmentDepartment of Mathematics and Natural Sciences
ID of group 241B (Stochastics)
module leaderProf. Dr. Thomas Hotz
term summer term only
languageDeutsch
credit points4
on-campus program (h)34
self-study (h)86
obligationelective module
examnone
details of the certificate
signup details for alternative examinations
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

Pflichtevaluation:

Freiwillige Evaluation:

Hospitation: