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55753-01 - Vorlesung: Elements of Applied Probability (3 KP)
| Semester | Herbstsemester 2020 |
| Angebotsmuster | Jedes Herbstsemester |
| Dozierende | Christian Kleiber (christian.kleiber@unibas.ch, BeurteilerIn) |
| Inhalt | The course intends to provide an overview of useful (and often cheap!) results in probability, results that are beyond the usual undergraduate "(Probability and) Statistics for Business and Economics" course but still far away from industry-strength probability. In economics departments, probability is often narrowly seen as an input for econometrics, or empirical fields more broadly. The present course will attempt to provide a broader view: applied probability not only as a basis for econometrics and statistics, but also for a better understanding of stochastic models in economics, finance and management science. Measure theory will not be developed, but it will be explained why the more abstract version exists and what it looks like. As always, the limiting factor is mathematics. We aim at an intermediate level emphasizing practically useful results and computation, deeper results will only be sketched or quoted. The course will be an eclectic mix of loosely related topics. It will not follow a textbook; it should be possible to just sample parts. Topics will include computations of expectations and variances, an overview of useful distributions and methods for constructing new ones, methods for bounding probabilities and expectations (possibly including uses in machine learning), order statistics and their applications. In addition to the topics from last year I will try to include something on stochastic orders and/or dependence concepts, possibly an overview of limit theorems, possibly some dynamic models such as the Poisson process. There will be no data analysis (obviously), but software for simulations or plotting (!), such as R or Matlab, can be helpful. |
| Lernziele | Overview of probabilistic tools beyond the undergraduate level. |
| Literatur | The course will not follow a textbook. General references include Gupta AK, Zeng WB, Wu Y (2010). Probability and Statistical Models (Foundations for Problems in Reliability and Financial Mathematics), Springer. [available as eBook] Hong Y (2018). Probability and Statistics for Economists, World Scientific. Linton O (2017). Probability, Statistics and Econometrics, Academic Press. Monfort A (1996). Cours de probabilit'es, 3rd ed, Economica. Ross S (2019). A First Course in Probability, 10 ed, Pearson. Wasserman L (2005). All of Statistics, Springer. |
| Bemerkungen | This is a course simultaneously addressing beginning PhD students and MSc students with sufficient preparation. It will proceed more quickly than typical MSc level courses. |
| Weblink | Weblink |
| Teilnahmevoraussetzungen | WWZ students: BA completed. In addition, successful completion of Econometrics (MSc) is strongly recommended. Other participants: Some background in statistics and mathematics. |
| Anmeldung zur Lehrveranstaltung | Registration: Please enrol in MOnA. EUCOR-Students and students of other Swiss Universities have to enrol at the students administration office (studseksupport1@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| Intervall | Wochentag | Zeit | Raum |
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Keine Einzeltermine verfügbar, bitte informieren Sie sich direkt bei den Dozierenden.
| Module |
Modul: Fachlich-methodische Weiterbildung (Doktoratsstudium - Wirtschaftswissenschaftliche Fakultät) Modul: Wahlbereich (Masterstudium: Wirtschaftswissenschaften) |
| Prüfung | Semesterendprüfung |
| Hinweise zur Prüfung | Depending on the number of participants (up to 15 or more) there will be an oral or a written exam. |
| An-/Abmeldung zur Prüfung | Anmeldung: Belegen |
| Wiederholungsprüfung | keine Wiederholungsprüfung |
| Skala | 1-6 0,1 |
| Belegen bei Nichtbestehen | beliebig wiederholbar |
| Zuständige Fakultät | Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch |
| Anbietende Organisationseinheit | Wirtschaftswissenschaftliche Fakultät / WWZ |