240055 Stochastik II (V) (SoSe 2014)
Contents, comment
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Die Vorlesung setzt die Vorlesung Stochastik aus dem Wintersemester fort. Es werden Inhalte aus den Bereichen Statistik (Schätz- und Testtheorie) und diskrete stochastische Prozesse (Markov-Ketten, Martingale) behandelt.
Requirements for participation, required level
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Kenntnisse aus der Vorlesung Stochastik (Modellierung zufälliger Phänomene, diskrete und kontinuierliche stochastische Standardmodelle, Unabhängigkeit, bedingte Wahrscheinlichkeit, Erwartungswert und Varianz, Gesetze großer Zahlen, zentraler Grenzwertsatz)
Bibliography
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Georgii, H.-O., Stochastik, 4. Auflage, 2009
Krengel, U., Einführung in die Wahrscheinlichkeitstheorie und Statistik, 8. Auflage, 2005
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
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Examinations
| Date | Time | Format / Room | Comment about examination |
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Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-SE Structured Electives Strukturierte Ergänzung | Vorlesung 1 | Student information | |
| Vorlesung 2 | Student information | ||
| 24-SP Specialisation Module in Mathematics Spezialisierung | Vorlesung gemäß Modulbeschreibung | Graded examination
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Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Mathematik / Bachelor | (Enrollment until SoSe 2011) | Kernfach | MM09a; MM10 | Wahlpflicht | 4. 5. | 7 | benotet |
| Mathematik / Diplom | (Enrollment until SoSe 2008) | Wahl | 5. 6. 7. 8. | scheinfähig HS | |||
| Mathematik (Gym/Ge als zweites U-Fach) / Master of Education | (Enrollment until SoSe 2014) | M.M.10 | Wahlpflicht | 4. | 7 | benotet | |
| Mathematik (Gym/Ge fortgesetzt) / Master of Education | (Enrollment until SoSe 2014) | M.M.10 | Wahlpflicht | 2. 3. | 7 | benotet | |
| Statistische Wissenschaften / Master | (Enrollment until SoSe 2014) | SW2 | 7 | ||||
| Studieren ab 50 | |||||||
| Wirtschaftsmathematik (1-Fach) / Bachelor | (Enrollment until SoSe 2011) | M.WM.14; M.WM.15 | Wahlpflicht | 4. 5. 6. | 7 | benotet |
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- Friday, December 11, 2015
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- Thursday, October 22, 2015
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- Friday, May 23, 2014
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Mathematics
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