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260015 VU Probability and Statistics for Physicists (2025S)
Continuous assessment of course work
Labels
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 03.02.2025 08:00 to Mo 24.02.2025 23:59
- Deregistration possible until Fr 14.03.2025 23:59
Details
max. 25 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- N Tuesday 04.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 06.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 11.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 13.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 18.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 20.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 25.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 27.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 01.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 03.04. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 08.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 10.04. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 29.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 06.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 08.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 13.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 15.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 20.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 22.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 27.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 03.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 05.06. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 10.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
- Thursday 12.06. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
- Tuesday 17.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
Information
Aims, contents and method of the course
Assessment and permitted materials
The assessment will be done based on two graded homework sets (50%) and a final take-home exam (50%). The graded homework will be assigned at about one- and two-thirds of the semester. Participating in the remaining sessions of ungraded homework sets (which will be distributed ever week or second week) greatly helps you pass the exam. The rules for the take-home exam are those of good scientific practice and read as follows:1. You can use any books you wish and you can discuss with your peers.
2. You should not split the problems to be solved but rather work on each problem yourself and then exchange ideas and/or questions if you so wish.
3. You should acknowledge in writing all external sources you used and all discussions you have had with your peers, naming them.
2. You should not split the problems to be solved but rather work on each problem yourself and then exchange ideas and/or questions if you so wish.
3. You should acknowledge in writing all external sources you used and all discussions you have had with your peers, naming them.
Minimum requirements and assessment criteria
Minimum requirement: Active participation in the regular lecture meetings submission of the graded homework and completion of the final, take-home exam.Mark key:
100 - 89 points: mark 1
88 - 76 points: mark 2
75 - 63 points: mark 3
62 - 50 points: mark 4
0 - 49 points: fail
100 - 89 points: mark 1
88 - 76 points: mark 2
75 - 63 points: mark 3
62 - 50 points: mark 4
0 - 49 points: fail
Examination topics
All the material covered in the course.
Reading list
Vijay K. Rohatgi and A. K. Md. Ehsanes Saleh, An Introduction to Probability and Statistics, Third Edition, Wiley (2015).Athanassios Papoulis, Probability, Random Variables, and Stochastic Processes, McGraw Hill (1981).Wolfgang Paul and Jörg Baschnagel, Stochastic Processes From Physics to Finance, Springer (1999).
Association in the course directory
ERGB
Last modified: Tu 28.01.2025 13:26
2. Kolmogorov’s axiomatic formulation of probability
3. Conditional probability and independent events
4. Repeated trials (Bernoulli, generalized Bernoulli, Bayes’ Theorem in Statistics)
5. The concept of a random variable (distributions and densities)
6. Functions of a random variable (transformation of densities)
7. Special distributions (Binomial, Normal, Poisson, Gamma, Weibull etc.)
8. Central Limit Theorems (Normal and Levy distributions)
9. Many random variables and multivariate distributions
10. Stochastic processes (stationarity, spectra, differentiability)
11. Brownian movement and Markoff ProcessesMethods:
Weekly lectures with active participation of the students. Additional (graded and ungraded) homework sets will be assigned. In the end of the course, a take-home exam will be administered, please see section "Assessment" below.