Stochastik 3

Lecturer: Markus Pauly
Exercises taught by:
 Burim Ramosaj

General Information

Lectures2 h


1 h

Time and Venue

LecturesMondays from 10:00 to 12:00, lecture hall H14, N24
ExerciseTuesdays from 16:00 to 17:00, lecture hall H12, N24


Written Exam:  February, 14, 2018

Reading Course: tba

Retake Exam: March, 29, 2018

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.


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. Enrollment keywort will be announced in lecture. 



Skript_ProfSchmidt (german)

LectureNotes_ProfSchmidt (english)

Skript_ProfSpodarev (german)



Click here


First lecture will be held on Monday, October, 23, 2017 in N24 / H14

First excercise class will be held on Tuesday, October, 17, 2017 in N24 / H12