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 in H45.2 (Uni West) from 10.00am to 12.00am

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.

Reading Course: The reading course will be held by Georg Zimmermann (Salzburg University)


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


  • The retake exam will be in written form on March, 29, 2018 in H9 from 10.00am to 12.00am.
  • The final exam will be in written form on February, 14, 2018 in H45.2 from 10.00am to 12.00am. 
  • Important information for reading-course pariticipants. Talks from Georg Zimmermann (Salzburg) will be held on the following dates:

    Monday, 29.1., 12.30-14.00 in H15

    Tuesday, 30.1., 12.30-14.00 in H15

    Wednesday, 31.1., 8.30-10.00 and 14.00-15.30 in Room 1.42, He22