Lecturer

Prof. Dr. Dylan Possamaï (dylan.possamai(AT)math.ethz.ch)

Coordinator

Daniel Kršek (daniel.krsek(AT)math.ethz.ch)

Lectures

Wed 10:15

ML D 28

Exercise Classes

Exercise classes begin in the second week of the semester.

Mon 16:15	CHN D 42	Nicolas Hotton	Tue 14:15	CAB G 56	Daniel Kršek
Mon 16:15	HG G 26.3	Andrei Tugulea	Tue 14:15	CHN D 44	Nicolas Hotton
Mon 16:15	IFW C 31	Georgia Hadjipanayiotou	Tue 14:15	ETZ F 91	Georgia Hadjipanayiotou
Mon 16:15	IFW C 33	Yanik Künzi	Tue 14:15	ETZ G 91	Yanik Künzi
Mon 16:15	ML F 34	Sangbeom Park	Tue 14:15	HG E 33.1	Sangbeom Park
			Tue 14:15	NO E 39	Andrei Tugulea

Exam

• Binding information is in the Course catalogue.
• Past exams are available on the Group 3 webpage.

Content

Lecture notes

Part I - Probability : English, German
Part II - Statistics : German

Probability space, Probability measure, Random variables, Distributions, Densities, Independence, Conditional probabilities, Expectation, Variance, Covariance, Law of large numbers, Central limit theorem, Large deviations, Chernoff bounds, Maximum likelihood estimator, Method of moments estimator, Tests, Neyman-Pearson lemma, Confidence intervals

Office hours

The assistants of Group 3 hold regular office hours to help with exercises and lecture content from courses taught by the professors in the group. Click here for more information.

Exercises

Even though it is not obligatory, you are strongly encouraged to solve the exercises and hand in your solutions since similar assignments may be a part of the exam. If you decide to do so, please submit your solutions before 18:00 of the corresponding due date. They will then be corrected and returned.

Please note that you must be enrolled in an exercise group in myStudies to submit your solutions! For submission via SAMup, you need your nethz login. For security reasons, you must also access the SAMup link via a VPN connection unless connected to the ETH WLAN. If you encounter any problems with the online submission, please contact your exercise instructor. If a correction has been uploaded to your solution, a green banner will appear. An illustration of how SAMup works can be found here.

IMPORTANT: Only one exercise of your choice will be corrected by the assistants each week. If you submit multiple exercises without clearly indicating which one should be corrected, the assistant will choose at their discretion.

Please upload your solutions as a single PDF file using the following link:  

(*) The indicated material covered in lectures is for informational purposes only and may not strictly correspond to the lecture content.