Dynamischer Default-Fachbereich geändert auf MAT

Course MAT-14-14L-K-3

Stochastic Methods (für Students of Teacher Training Programmes) (4V+2U, 8.0 LP)

Course Type

SWS	Type	Course Form	CP (Effort)	Presence-Time / Self-Study
-	K	Lecture with exercise classes (V/U)	8.0 CP		156 h
4	V	Lecture		56 h
2	U	Exercise class (in small groups)		28 h
(4V+2U)			8.0 CP	84 h	156 h

Basedata

SWS	4V+2U
CP, Effort	8.0 CP = 240 h
Position of the semester	1 Sem. in WiSe
Level	[3] Bachelor (Core)
Language	[DE] German
Lecturers	Korn, Ralf, Prof. Dr. (PROF \| DEPT: MAT) Redenbach, Claudia, Prof. Dr. (PROF \| DEPT: MAT) Ritter, Klaus, Prof. Dr. (PROF \| DEPT: MAT) Sass, Jörn, Prof. Dr. (PROF \| DEPT: MAT) + further Lecturers of the department Mathematics
Area of study	[MAT-GRU] Mathematics (B.Sc. year 1 and 2)
Livecycle-State	[NORM] Active

Notice

The lecture is identical to the lecture in the course [MAT-14-14-K-3] Stochastic Methods. For students of the teacher training programme a dedicated exercise programme is offered, which includes theoretical and practical tasks.

Possible Study achievement

Verification of study performance: proof of successful participation in the exercise classes (ungraded)
Examination number (Study achievement): 80511 ("Exercise: Stochastic Methods")
Details of the examination (type, duration, criteria) will be announced at the beginning of the course.

Fundamentals of probability theory:

basic concepts of probability theory (probability space, random variable, distribution),
distribution of real-valued random variables (binomial, Poisson, exponential and normal distribution, etc.),
expected value, variance, covariance,
distribution of random vectors, multivariate normal distribution as an example,
conditional probability, independence,
law of large numbers,
central limit theorem.

Fundamentals of statistics:

parameter estimator,
interval estimator,
tests.

Outlook on the following areas:

Monte Carlo simulation,
linear regression,
big data and machine learning,
Markov chains.

Literature

D. Williams: Weighing the Odds - A Course in Probability and Statistics,
H.O. Georgii: Stochastik - Einführung in die Wahrscheinlichkeitstheorie und Statistik,
U. Krengel: Einführung in die Wahrscheinlichkeitstheorie und Statistik,
K.L. Chung: Elementare Wahrscheinlichkeitsrechnung und stochastische Prozesse.

Materials

Further literature will be announced in the lecture(s); exercise material is provided.

Registration

Registration for the exercise classes via the online administration system URM (https://urm.mathematik.uni-kl.de).

Requirements for attendance (informal)

Modules:

Requirements for attendance (formal)

None

References to Course [MAT-14-14L-K-3]

Module	Name	Context
[MAT-14-14L-M-3]	Mathematics as Solution Potential B: Introduction to Stochastics (Gym, RS)	P: Obligatory	4V+2U, 8.0 LP

Module Handbook