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Introduction to Probability and Statistics

Module MA0009

This Module is offered by TUM Department of Mathematics.

This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.

Module version of WS 2020/1

There are historic module descriptions of this module. A module description is valid until replaced by a newer one.

Whether the module’s courses are offered during a specific semester is listed in the section Courses, Learning and Teaching Methods and Literature below.

available module versions
WS 2021/2SS 2021WS 2020/1WS 2019/20

Basic Information

MA0009 is a semester module in German language at Bachelor’s level which is offered in winter semester.

This Module is included in the following catalogues within the study programs in physics.

  • Further Modules from Other Disciplines
Total workloadContact hoursCredits (ECTS)
270 h 120 h 9 CP

Content, Learning Outcome and Preconditions

Content

- probability spaces, conditional probabilities, random variables, independence of events and random variables, expectation, variance, covariance, transformation formula for multivariate random variables, limit theorems.
- statistical models, estimators, statistical tests.
- introduction to R, transformation and visualisation of data in R, illustration of probabilistic concepts in R, implementation and practical comparison of statistical methods in R, communication of results of data analysis using R.

Learning Outcome

Upon completion of the module, students are able to
- understand basic models, concepts, and methods from probability theory and statistics, and formulate them in a mathematically precise way.
- discuss and prove connections between these concepts and illustrate them with examples; solve problems using these concepts and the methods covered in the class
- model simple random experiments and statistical methods and implement them in a computer program
- interpret statistical data and methods, visualize data, and assess the meaning of random experiments

Preconditions

MA0001 - Analysis 1
MA0002 - Analysis 2
MA0004 - Linear Algebra 1
MA0005 - Linear Algebra 2 und Discrete Structures

Courses, Learning and Teaching Methods and Literature

Courses and Schedule

Learning and Teaching Methods

The course is offered as lecture with accompanying exercise session and a supplement focusing on practical applications. During the lecture, the material will be presented using illustrative examples and mathematical proofs. The lecture intends to motivate the students to look into the subject and to study the literature themselves. The practical supplement relates the material with an implementation with a computer using a combination of lecture and individual guided implementation with R. Exercise sheets and their solutions will be offered to the students so that they can check their work and deepen the learnt methods, concepts and strategies for practical implementation.
After this was done in the beginnung under guidance during the exercises sessions and the practical supplement, this is deepened during the semester individually and partially also in small groups.

Media

blackboard, slides, R statistical software

Literature

Georgii, H.-O. (2007). Stochastik, De Gruyter.
Kersting, G., Wakolbinger, A. (2008). Elementare Stochastik. Birkhäuser, Basel.
Wickham, H. und Grolemund, G. (2017). R for Data Science. O'Reilly.

Weiterführende Literatur:
Grimmett, G., Stirzaker, D. (2001). Probability and Random Processes. Third Edition. Oxford University Press, Oxford.
Dehling, H., Haupt, B. (2004). Einführung in die Wahrscheinlichkeitstheorie und Statistik. 2. Auflage. Springer, Berlin.

Module Exam

Description of exams and course work

The module examination is given as a written exam (90 minutes). Based on questions about knowledge and comprehension, it is verified whether the students
- can formulate basic models and concepts from probability and statistics in a mathematically precise way and use them accurately,
- can model simple random experiments and statistical problems, understand R programs and interpret their output,
- can interpret statistical data and evaluate the outcome of random experiments.

Exam Repetition

The exam may be repeated at the end of the semester.

Current exam dates

Currently TUMonline lists the following exam dates. In addition to the general information above please refer to the current information given during the course.

Title
TimeLocationInfoRegistration
Introduction to Probability and Statistics
Thu, 2022-03-03, 11:30 till 13:00 0.003
Bitte beachten Sie die Hinweise unter https://www.tum.de/die-tum/aktuelles/coronavirus/corona-lehre-pruefungen/. // Please read the information at https://www.tum.de/en/about-tum/news/coronavirus/corona-teaching-exams/ carefully. till 2022-01-15 (cancelation of registration till 2022-02-24)
Fri, 2022-04-22, 14:15 till 15:45 MW: 2001
Bitte beachten Sie die Hinweise unter https://www.tum.de/die-tum/aktuelles/coronavirus/corona-lehre-pruefungen/. // Please read the information at https://www.tum.de/en/about-tum/news/coronavirus/corona-teaching-exams/ carefully. till 2022-04-04 (cancelation of registration till 2022-04-15)
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