Lectures take place on Tuesdays 10:15-12:00, and on Fridays 08:15-10:00 in HG G5.
The program will be updated during the semester. Please make sure you have the latest version.
| Lecture | Date | Topics |
|---|---|---|
| 1 | Tue 21.02.2017 | Chapter 1 of AD, Introduction, counting methods |
| 2 | Fri 24.02.2017 | Chapter 2 of AD, Birthday and matching problem |
| 3 | Tue 28.2.2017 | Chapter 3 of AD, Conditional probability, independence |
| 4 | Fri 03.03.2017 | Chapter 3 of AD, Conditional probability, independence |
| 5 | Tue 07.03.2017 | Chapter 4 of AD, Discrete random variables, mean |
| 6 | Fri 10.03.2017 | Chapter 4 of AD variance, moment generating function |
| 7 | Tue 14.03.2017 | Chapter 6 of AD, Bernoulli, Poisson |
| 8 | Fri 17.03.2017 | LN Section 3.1, General sample space |
| 9 | Tue 21.03.2017 | Chapter 7 of AD, Continuous random variables |
| 10 | Fri 24.03.2017 | Chapter 7 of AD, Mean, variance, moment generating functions |
| 11 | Tue 28.03.2017 | Chapter 8 and 9 of AD, Uniform distribution, exponential distribution, normal distribution |
| 12 | Fri 31.03.2017 | Chapter 9 and 10 of AD , Ch. 4 LN, Limit theorems |
| 13 | Tue 04.04.2017 | Chapter 11 of AD, Multivariate discrete, conditional expectation |
| 14 | Fri 07.04.2017 | Chapter 12 of AD, Multivariate continuous, conditional expectation |
| 15 | Tue 11.04.2017 | Chapter 12 of AD, Multivariate continuous, conditional expectation |
| Fri 14.04.2017 | Easter break | |
| Tue 18.04.2017 | Easter break | |
| Fri 21.04.2017 | Easter break | |
| 16 | Tue 25.04.2017 | Chapter 13 of AD, Convolution, transformations |
| 17 | Fri 28.04.2017 | Statistics, introduction |
| 18 | Tue 02.05.2017 | Statistics, empirical distribution, sample mean, sample variance |
| 19 | Fri 05.05.2017 | Chapter 15 of JR, Bayes estimators |
| 20 | Tue 09.05.2017 | Chapter 8 of JR, Method of moments |
| 21 | Fri 12.05.2017 | Chapter 8 of JR, Maximum likelihood |
| 22 | Tue 16.05.2017 | Chapter 8 of JR, Maximum likelihood |
| 23 | Fri 19.05.2017 | Chapter 9 of JR, Hypothesis testing |
| 24 | Tue 23.05.2017 | Chapter 9 of JR, Hypothesis testing |
| 25 | Fri 26.05.2017 | Chapter 8 of JR, Confidence intervals |
| 26 | Tue 30.05.2017 | Chapter 14 of JR, Linear model |
| 27 | Fri 02.06.201 | High-dimensional data |
The new exercises will be posted here on Thursdays. We expect you to look at the problems over the weekend and to prepare questions for the exercise class on Tuesdays.
Please hand in your solutions by the following Friday at 12:00 in your assistant's box in front of HG G53.2 (do not disturb people working in the offices around !). Your solutions will usually be corrected and returned in the following exercise class or, if not collected, returned to the box in front of HG G53.2.
| Exercise sheet | Due by | Solutions |
|---|---|---|
| Exercise sheet 1 | 03 March 2017 | Solutions 1 |
| Exercise sheet 2 | 10 March 2017 | Solutions 2 |
| Exercise sheet 3 | 17 March 2017 | Solutions 3 |
| Exercise sheet 4 | 24 March 2017 | Solutions 4 |
| Exercise sheet 5 | 31 March 2017 | Solutions 5 |
| Exercise sheet 6 | 7 April 2017 | Solutions 6 |
| Exercise sheet 7 | 24 April 2017 (Monday !) | Solutions 7 |
| Exercise sheet 8 | 28 April 2017 | Solutions 8 |
| Exercise sheet 9 | 5 May 2017 | Solutions 9 |
| Exercise sheet 10 | 12 May 2017 | Solutions 10 |
| Exercise sheet 11 | 19 May 2017 | Solutions 11 |
| Exercise sheet 12 | 26 May 2017 | Solutions 12 |
| Exercise sheet 13 | Not due | Solutions 13 |
Students from the Mathematics, Quantitative Finance, Computer Sciences, Chemistry, Engineering departments, you are assigned alphabetically to the classes on Tuesdays. Please hand-in your exercise solutions to your assistant, or in his tray in front of HG G53.2.
Students from Physics, MTEC and UZH, you are assigned to the class on Wednesdays. Please hand-in your exercise solutions to your assistant, or in his tray in front of HG G53.2.
If there are still course collisions, please contact the coordinator.
| Time | Room | Assistant | |
|---|---|---|---|
| Tu 13-15 | HG D 3.2 | Philippe Von Wurstemberger | Ai-Eich |
| Tu 13-15 | HG D 5.2 | Mattia Bacchetta-Cattori | Eins-Lan |
| Tu 13-15 | HG E 33.5 | Andrea Gabrielli | Len-Schl |
| Tu 13-15 | HG G 26.3 | Thomas Cayé | Schm-Zh |
| We 14-16 | ML F 36 | Andrea Gabrielli | PHYS-MTEC-UZH |
A formula sheet will be provided with the exam. This is what it will look like.
A preliminary version of a lecture summary can be found here.
In the probability part we will closely follow the book
For the statistics part, we use some material from
Almost all of the material is covered (sometimes briefly) in the lecture notes
There are also many other excellent books on the subject. Some are