Stochastik 3

Lecturer: Markus Pauly
Exercises taught by:
Sarah Friedrich


General Information

LanguageEnglish
Lectures2 h

Exercises


1 h

Time and Venue

Lectures Monday, 10-12 a.m. in H 14
and
ExerciseWednesday, 12-2 p.m. in H 14

Exam:

Written Exam: Wednesday, 10.02.2016, 12-2 p.m. in H 14

Reading Course: ca. 14:15-15:15h in H 14

Retake Exam: Thursday, 14.04.2016, 16 - 18 Uhr in H 13, Reading Course 18-19 Uhr


General Informations:

Prerequisites: Elementare Wahrscheinlichkeitsrechnung und Statistik, Stochastik 1
Exam: In order to participate in the final exam, it is necessary to earn 50% of the points on the exercise sheets.

 Reading Course (Master): It is possible to earn 2 extra credit points (6 instead of 4) by attending a reading course.

Students attending the reading course will be required to be familiar with the concept of Generalized Linear Models, see Chapter 4 of Prof. Schmidt's lecture notes (german and english) or Chapter 3 of Prof. Spodarev's lecture notes (german).

Further reading: P. McCullagh and J.A. Nelder, Generalized linear models, Chapman 6 Hall/CRC Monographs on Statistics & Applied Probability (Book 37), 1989.


Contents: The lecture "Stochastics III" is a fundamental part of each statistical education, in which especially estimation and testing in linear models is covered. These models are among the most important models in Statistics and the corresponding procedures are widely used in modeling and evaluation of various statistical problems. Topics covered include:

  • multivariate normal distribution
  • random quadratic forms
  • Least-Squares- and BLUE-estimators
  • Analysis of Variance (ANOVA)
  • Regression analysis

In the lecture, the basic methods and their theoretical properties are derived. These are enlarged upon in the exercise classes along with additional applied issues.


Exercise Sheets:

The exercise sheets are on Moodle.


Literature:

Literature

Skript_ProfSchmidt (german)

LectureNotes_ProfSchmidt (english)

Skript_ProfSpodarev (german)

 

Semesterapparat:

Click here


Note

Die Punkte der Nachklausur sind auf Moodle eingetragen. Für die Notenberechnung gelten dieselben Tabellen wie bei der Hauptklausur. Die Einsicht findet am Montag um 10 Uhr in Sarahs Büro statt.