Probability & Statistics

MSc Course - Finance Applications

14Lessons399Charts

Q

Interactive Quizzes (301 questions)

EXAM

Exam Practice - 48 Written Questions

Multi-step derivations, proofs, counter-examples (50% Medium, 50% Hard)

DEQ01Introduction

DEQ02Descriptive Stats

Q04Conditional Prob

Q05Discrete RVs

Q06Continuous RVs

Q07Joint Distributions

Q09Sampling & CLT

Q10Point Estimation

Q11Interval Estimation

Q12Hypothesis Testing

A0Applied Hypothesis

A1Regression & Survival

A2PCA & Factor Analysis

A3Cluster Analysis

A4Distributions

B01Wahrscheinlichkeit

B02Bedingte W. & Bayes

B03Diskrete Zufallsvar.

B04Stetige Vert. & Std.

B06Grenzwertsaetze

B07Schaetzung & Konfidenz

B08Hypothesentests I

B09Hypothesentests II

B11Korrelation & Regression

PDF

Quiz PDFs (390 questions)

DEQ01Introduction

DEQ02Descriptive Stats

Q04Conditional Prob

Q05Discrete RVs

Q06Continuous RVs

Q07Joint Distributions

Q09Sampling & CLT

Q10Point Estimation

Q11Interval Estimation

Q12Hypothesis Testing

QA0Applied Hypothesis

QA1Regression & Survival

QA2PCA & Factor Analysis

QA3Cluster Analysis

QA4Distributions

IAll Charts (420)
L01Introduction (9 charts)View Slides

Random Walk
Returns Distribution
Population vs Sample
Data Types
Probability vs Statistics
Sample Variability
Uncertainty Fan Chart
Inference Arrow Data
Sampling Error Distribution
L02Descriptive Statistics (11 charts)View Slides

Histogram Returns
Boxplot Sectors
Scatter Risk Return
Central Tendency
Skewness Examples
Outlier Impact
Five Number Summary
IQR Visualization
Correlation Heatmap
Variance Comparison
Percentile Distribution
L03Set Theory & Probability Axioms (9 charts)View Slides

Venn Diagram
Counting Visualization
Union Intersection
Complement
Addition Rule
Permutation Combination
Sample Space Dice
Event Probability Bar
Probability Scale
L04Conditional Probability & Bayes (9 charts)SolutionView Slides

Bayes Update
Conditional Tree
Independence Scatter
Bayes Medical
Total Probability
Joint Probability Heatmap
Likelihood Ratio Bars
Prior Posterior Density
Conditional Density Slices
L05Discrete Random Variables (9 charts)View Slides

Binomial PMF
Poisson PMF
Bernoulli Trials
Geometric Waiting
CDF Discrete
Negative Binomial PMF
Hypergeometric PMF
Expected Value Balance
Discrete Comparison
L06Continuous Random Variables (9 charts)View Slides

Normal PDF
Lognormal Returns
Uniform PDF
Exponential PDF
Normal Areas
CDF Continuous
Gamma Distribution
Beta Distribution
Q-Q Plot Example
L07Joint Distributions (8 charts)View Slides

Bivariate Scatter
Joint PMF Table
Marginal Distributions
Conditional Distribution
Independence Comparison
Bivariate Contour
Copula Scatter
Correlation Spectrum
L08Expectation & Moments (8 charts)View Slides

Correlation Matrix
Expected Value Visual
Variance Spread
Covariance Direction
Moment Hierarchy
Skewness & Kurtosis
Portfolio Variance
Covariance Matrix
L09Sampling & CLT (9 charts)View Slides

CLT Demonstration
Sampling Methods
LLN Convergence
Sampling Distribution
CLT Non-Normal
Bootstrap Histogram
Standard Error vs N
Finite Population
Sampling Bias
L10Point Estimation (8 charts)View Slides

Estimator Bias
Bias-Variance Target
MSE Decomposition
MLE Likelihood
Consistency Simulation
Efficiency Comparison
Method of Moments
Sufficiency Reduction
L11Interval Estimation (8 charts)View Slides

Confidence Interval
t vs Normal
CI Width Factors
Sample Size Planning
Coverage Simulation
Bootstrap CI
Prediction vs Confidence
Variance Interval
L12Hypothesis Testing (8 charts)View Slides

Rejection Region
Type Errors
Power Curve
P-Value Distribution
One vs Two Tailed
Effect Size
Sample Size Power
Multiple Testing FDR

+

Advanced Modules (211 charts)

A0 Applied Hypothesis Testing

A1 Regression & Survival

A2 PCA & Factor Analysis

A3 Cluster Analysis

B

BSc Lectures (56 charts)

B01Grundlagen Wahrscheinlichkeit (7 charts)Folien

Ergebnisraum Würfel

Ergebnisraum Würfel

Mengenoperationen

Mengenoperationen

Wahrscheinlichkeitsskala

Stichprobenarten

Stichprobenarten

B02Bedingte Wahrscheinlichkeit & Bayes (6 charts)Musterlösung Folien

Multiplikationssatz

Multiplikationssatz

Sensitivität & Spez.

Bayes Medizintest

Bayes Medizintest

B03Diskrete Zufallsvariablen (7 charts)Folien

CDF Treppenfunktion

CDF Treppenfkt.

Bin. vs Poisson

Bin. vs Poisson

B04Stetige Verteilungen & Standardisierung (7 charts)Folien

Lineare Transf.

Lin. Transformation

Standardisierung

Standardisierung

Gleichverteilung

Gleichverteilung

Normalvert. Parameter

N(μ,σ²) Param.

68-95-99.7 Regel

B05Statistiksoftware R (8 charts)Folien

B06Grenzwertsaetze (7 charts)Folien

CLT Verteilungen

CLT Verteilungen

Stetigkeitskorr.

Stetigkeitskorr.

B07Schaetzung & Konfidenz (7 charts)Folien

Stichprobenvert.

Stichprobenvert.

KI Konstruktion

KI Konstruktion

KI Konfidenzniveau

Konfidenzniveau

Stichprobenumfang

Stichprobenumfang

B08Hypothesentests I (7 charts)Folien

Ablehnungsbereich

Ablehnungsbereich

Einseitig/Zweiseitig

1-seitig/2-seitig

Testentscheidung

Testentscheidung

B09Hypothesentests II (8 charts)Folien

1-Stichpr. t-Test

1-Stichpr. t-Test

2-Stichpr. t-Test

2-Stichpr. t-Test

Paardifferenzen

Paardifferenzen

Entscheidungsbaum

Entscheidungsbaum

Welch vs Pooled

Welch vs Pooled

B10Chi²-Tests (7 charts)Folien

Chi²-Verteilung

Chi²-Verteilung

Kontingenztafel

Kontingenztafel

Chi²-Ablehnungsbereich

Ablehnungsbereich

Unabhaengigkeitstest

Unabhaengigkeitstest

Entscheidungsbaum

Entscheidungsbaum

B11Korrelation & Regression (8 charts)Folien

Korrelationsbeispiele

Regressionsgerade

Regressionsgerade

Anscombe Quartett

Spearman vs Pearson

Spearman vs Pearson

Korrelation Kausalitaet

Korrelation ≠ Kausalitaet

Bayes

Mean

Variance

SE

GitHub|Download| (c) Joerg Osterrieder 2025