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c48ac0d394 Add tutorial 7 corrections and fix handout version 2026-02-13 13:13:07 +01:00

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@@ -129,6 +129,123 @@
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Theorie Wiederholung}
\ifdefined\ishandout
\begin{frame}
\frametitle{Wahrscheinlichkeitstheorie und Statistik}
\vspace*{-5mm}
\begin{itemize}
\item Einfache Stichprobe
\begin{gather*}
X_1, \ldots, X_N
\hspace{2mm}\overbrace{\text{unabhängig und haben
dieselbe Verteilung}}^{\text{``iid.''}}
\hspace*{5mm} \rightarrow\hspace*{5mm}
\bm{X} :=
\begin{pmatrix}
X_1 \\
\vdots \\
X_N
\end{pmatrix}
\end{gather*}
\end{itemize}
\begin{figure}[H]
\centering
\begin{subfigure}{0.5\textwidth}
\centering
\begin{itemize}
\item Wahrscheinlichkeitstheorie
\end{itemize}
\vspace*{2mm}
\begin{tikzpicture}
\node[
rectangle,
minimum width=7cm, minimum height=4cm,
line width=1pt,
draw=kit-blue, fill=kit-blue!20,
] (model) {
$\bm{X} =
\begin{pmatrix}
X_1 \\
\vdots \\
X_N
\end{pmatrix}\sim P_{\bm{X}}$
};
\node[right=of model] (x) {
$\bm{x} =
\begin{pmatrix}
x_1 \\
\vdots \\
x_N
\end{pmatrix}$
};
\draw[-{Latex}, line width=1pt] (model) -- (x);
\node[above=22mm of model.center] {Modell};
\node[above=20.8mm of x.center] {Beobachtung};
\end{tikzpicture}%
\vspace*{15mm}
\end{subfigure}%
\vspace*{-12.6mm}%
\begin{subfigure}{0.5\textwidth}
\centering
\begin{itemize}
\item Statistik
\end{itemize}
\begin{tikzpicture}
\node[
rectangle,
minimum width=7.5cm, minimum height=4.5cm,
line width=1pt,
draw=kit-orange, fill=kit-orange!20,
] (real) {};
\node[right=of real] (x) {
$\bm{x} =
\begin{pmatrix}
x_1 \\
\vdots \\
x_N
\end{pmatrix}$
};
\draw[-{Latex}, line width=1pt] (real) -- (x);
\node[above=23mm of real.center] {``Echte Welt''};
\node[above=21.8mm of x.center] {Beobachtung};
\node[
rectangle,
minimum width=6.5cm, minimum height=3.5cm,
line width=1pt,
draw=kit-blue, fill=kit-blue!20,
densely dashed,
] (model) at (real) {
$\bm{X} =
\begin{pmatrix}
X_1 \\
\vdots \\
X_N
\end{pmatrix}\sim P_{\bm{X}}$
};
\draw[
line width=1pt, densely dashed,
] (x.south)
edge[-{Latex}, bend left]
node[below] {Modellierung}
(model.south);
\end{tikzpicture}
\vspace*{1mm}
\end{subfigure}
\end{figure}
\end{frame}
\else
\begin{frame}
\frametitle{Wahrscheinlichkeitstheorie und Statistik}
@@ -280,7 +397,81 @@
}
\end{figure}
\end{frame}
\fi
\ifdefined\ishandout
\begin{frame}
\frametitle{Punktschätzer}
\vspace*{-10mm}
\begin{itemize}
\item Beispiel: Temperaturschätzung
\vspace*{-5mm}
\begin{figure}[H]
\centering
\begin{tikzpicture}
\node[
rectangle,
densely dashed,
draw,
inner sep=5mm,
] (x) {
$
\bm{x} =
\begin{pmatrix}
26{,}2 \\
27{,}8 \\
25{,}7 \\
\vdots
\end{pmatrix}
$
};
\node[
rectangle,
right=of x,
minimum width=5cm, minimum height=2cm,
draw=kit-green, fill=kit-green!20,
line width=1pt,
align=center,
inner sep=3mm
] (est) {Schätzer\\[5mm] $T_N(\bm{x}) =
\displaystyle\frac{1}{N}
\nsum_{i=0}^{N} x_i$};
\node[
above=of est,
rectangle,
densely dashed,
draw,
inner sep=5mm,
] (model) {
$X_i \sim \mathcal{N}(\mu = \vartheta,
\sigma^2 = 1)$
};
\node[right=of est] (theta) {$\hat{\vartheta}
= 26{,}0$};
\node[below] at (x.south) {Beobachtung};
\node[above] at (model.north) {Parametrisiertes Modell};
\draw[-{Latex}, line width=1pt] (x) -- (est);
\draw[-{Latex}, line width=1pt] (model) -- (est);
\draw[-{Latex}, line width=1pt] (model) -- (est);
\draw[-{Latex}, line width=1pt] (est) -- (theta);
\end{tikzpicture}
\end{figure}
\item Punktschätzer: Rechenvorschrift zur Berechnung von
Parametern aus Beobachtungen \\
$\rightarrow$ Schätzer hängen von den Realisierungen ab
und sind damit selbst auch zufällig \\
$\rightarrow$ Schätzer haben einen Erwartungswert und eine Varianz
\end{itemize}
\end{frame}
\else
\begin{frame}
\frametitle{Punktschätzer}
@@ -463,6 +654,7 @@
$\rightarrow$ Schätzer haben einen Erwartungswert und eine Varianz
\end{itemize}
\end{frame}
\fi
\begin{frame}
\frametitle{Likelihood und Log-Likelihood (Diskret)}
@@ -601,7 +793,7 @@
Cramér-Rao Ungleichung \\
\vspace*{-6mm}
\begin{gather*}
V(\hat{\vartheta}) \le \frac{1}{J(\vartheta)}
V(\hat{\vartheta}) \ge \frac{1}{J(\vartheta)}
\end{gather*}
\vspace*{-10mm}
\end{lightgrayhighlightbox}
@@ -820,7 +1012,7 @@
\end{minipage}
\begin{minipage}{0.16\textwidth}
\begin{gather*}
E\left( \lvert \hat{\lambda}_\text{ML} - \lambda
P\left( \lvert \hat{\lambda}_\text{ML} - \lambda
\rvert \ge \varepsilon
\right)
\end{gather*}
@@ -828,7 +1020,7 @@
\pause %
\begin{minipage}{0.22\textwidth}
\begin{gather*}
= E\left( \lvert \hat{\lambda}_\text{ML} -
= P\left( \lvert \hat{\lambda}_\text{ML} -
E\left(\hat{\lambda}_\text{ML}\right) \rvert
\ge \varepsilon
\right)
@@ -846,8 +1038,8 @@
\end{gather*}
\pause
\begin{gather*}
E\left( \lvert \hat{\lambda}_\text{ML} - \lambda
\rvert > \varepsilon
P\left( \lvert \hat{\lambda}_\text{ML} - \lambda
\rvert \ge \varepsilon
\right) \le \frac{\lambda}{N \varepsilon^2}
\overset{N\rightarrow
\infty}{\relbar\joinrel\relbar\joinrel\relbar\joinrel\rightarrow}