Content

This cours gives an introduction to non-parametric statistics. Specifically, after a reminder on parametric estimation and hypothesis testing, we will study Wilcoxon's signed rank test, the empirical cumulative distribution function, the Mann-Whitney U test, QQ-plots and goodness-of-fit testing, robust correlation measures, non-parametric density estimation and regression. All methods will be illustrated with practical examples. 

Exercices

Exercices and corrections are available on webcampus. 

Assessment method

Two-part evaluation

  • A written exam, which counts for 65% of the grade.
  • An (individual) project in which students choose a dataset and apply the methods from the course, which counts for 35% of the grade.

Language of instruction

Français
Training Study programme Block Credits Mandatory
Master in Business Engineering, Professional focus Standard 0 3
Master in Business Engineering, Professional focus Standard 1 3