Time and place

Lecture:
Thursday, 8:15 - 9:45, N24-H14.

Exercise:
Monday (every 2nd week), 16:15 - 17:45, N25-H3.

Scope

2 hours lecture + 1 hour exercise session + 1 hour tutorial.

Script

The script can be found here: Angewandte Stochastik I, Angewandte Stochastik II.

Exercise sheets

To participate in the exercises you have to register in Moodle. The exercise sheets will be uploaded there.

Prerequisites

Angewandte Stochastik 1

Content

• Basics of statistical data analysis
• estimators: point estimation, interval estimation
• Tests: standard tests, distribution tests, non-parametric tests
• Linear regression models

Literature (Excerpt)

Bauer, H.: Wahrscheinlichkeitstheorie. de Gruyter, Berlin, 2002.

Bickel, P. and Doksum, K.: Mathematical Statistics: Basic Ideas and Selected Topics. 2nd edition. Prentice Hall, London, 2001.

Casella, G. and Berger, R.L.: Statistical Inference. Pacific Grove (CA), Duxbury, 2002.

Krengel, U.: Einführung in die Wahrscheinlichkeitstheorie und Statistik. Vieweg, Braunschweig, 2002.

Georgii, H.O.: Stochastik: Einführung in die Wahrscheinlichkeitstheorie und Statistik. de Gruyter, Berlin, 2015.

Sachs, L and Hedderich, J..: Angewandte Statistik, Methodensammlung mit R. Springer, 2006.