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877855 VO Probability Theory (2005S)
Probability Theory
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Erstmals am 1. März 2005
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Assessment and permitted materials
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Reading list
Krickeberg, Klaus; Ziezold, Herbert: Stochastische Methoden.
Springer-Lehrbuch, Springer-Verlag, Berlin, 1995.Krengel, Ulrich: Einführung in die Wahrscheinlichkeitstheorie und Statistik.
Friedr. Vieweg & Sohn, Braunschweig, 1988.Georgii, Hans-Otto: Stochastik
de Gruyter, Berlin 2002.
Springer-Lehrbuch, Springer-Verlag, Berlin, 1995.Krengel, Ulrich: Einführung in die Wahrscheinlichkeitstheorie und Statistik.
Friedr. Vieweg & Sohn, Braunschweig, 1988.Georgii, Hans-Otto: Stochastik
de Gruyter, Berlin 2002.
Association in the course directory
Last modified: Fr 31.08.2018 09:01
divided into three parts. In the first part the notions of probability and conditional probability are introduced and the basic formulae for
caculations with probabilities are derived. The second part treats random variables and their distributions, independency of random
variables, expectation, variance and correlation, and formulae for calculations with density functions. The third part gives some results
on moment-generating and characteristic functions (Laplace transform, Fourier transform), which will turn out to be an importent and powerful tool. These tools will be used e.g. to prove the Central Limit Theorem.
Due to the fact that it is only based on Analysis and Linear Algebra this lecture can be attended to from the third semester on.