Mathematical Statistics

Knowledge requirements for participation

Written on 07.04.2025 12:54 by Henryk Zähle

Dear students,

Thank you for your interest in the lecture course "Mathematical Statistics". Before the course starts, I would like to point out once again that the course is primarily aimed at students of the following three study programmes:

- Mathematics
- Mathematics and Computer Science
- Actuarial and Financial Mathematics

For successful participation, a sound (!) knowledge of measure-theoretical stochastics, as taught e.g. in the mathematics courses "Stochastics 1" and "Stochastics 2", is required.

Among other things, it is assumed that you are familiar with the following concepts: general probability spaces, (infinite) product measures and (infinite) product spaces, absolute continuity, general densities, random variables, expected value and (co-)variance, stochastic convergence concepts, strong and weak limit theorems (SLLN, CLT, ...), multivariate normal distribution, multivariate CLT, general conditional expectations, general conditional distributions (i.e. special probability kernels), etc.

Best regards
H. Zähle