Lecturer

Prof. Dr. Fadoua Balabdaoui

Coordinator

Daria Sakhanda

Lectures

Tue 08:15-10:00 HG G 5
Thu 08:15-10:00 HG G 5

Exercise Classes

Tue 12:15-14:00 HG E 33.5
        14:15-16:00 HG E 33.5
        14:15-16:00 LFW E 13
        14:15-16:00 CHN D 46

Course Catalogue

401-2604-00L

Course Description

The goal of this course is to provide an introduction to the basic ideas and concepts from probability theory and mathematical statistics. In addition to a mathematically rigorous treatment, also an intuitive understanding and familiarity with the ideas behind the definitions are emphasized. Measure theory is not used systematically, but it should become clear why and where measure theory is needed.

Note that the lectures are based on the following scripts:

• Wahrscheinlichkeitsrechnung und Statistik by H. Föllmer and H. Künsch (until about week #7)
• Statistics for Mathematics by Sara van de Geer

Exercises

The first exercise class is on February 28, in the second week of the semester.

New exercise sheets are uploaded below every Friday before the corresponding Tuesday exercise class, along with solution to the exercise sheet from the previous week.

You are welcome to hand in your solutions, even though it is not obligatory. In case you decide to submit your solutions, this can be done electronically. Please follow the instructions below:

1. Scan your solution into a single PDF file.
2. Name the created file as {Last name_First name}_{exercise sheet number}.pdf
3. Upload your solution here before 12:00 on the indicated Friday. Information about the SAM upload tool and its use can be found here.

Late submissions will not be considered. In case you submit your solution early and then decide to change something and submit again, we will only consider the most recent submission.

Please note that you has to be enrolled in an exercise group in mystudies in order to be able to submit your solution.

Literature

• Fundamentals of Probability: A First Course von Anirban DasGupta (kostenlos digital erhältlich: "Log in" -> "Access via your institution" -> "ETH Zurich" -> nethz-Login)
• Statistical Inference von George Casella und Roger Berger (verfügbar in den ETH Bibliotheken hier)