This course is conceived to introduce the student to the fundamental concepts of probability theory. The course aims at getting a certain intuition of these concepts by the study, technically simple, of discrete and continuous probabilized spaces.
At the end of the course, students will have developed a global understanding of probability theory. Students will be able to define and use random variables (binomial, Poisson, normal, r.v. defined via a density). They will also be able to discuss convergence of sequences of random variables.
Introduction to the concepts of combinatory calculus, random variables, probability spaces. The properties of discrete random variables are studied such as the excepted value, variance, covariance, etc, of a random variable.
Exercices about all the concepts explained during the lecture.
Details concerning the evaluation method are specified on the French language version of the descriptive sheet.
Notes will be provided on Webcampus.
Reference book: Sheldon Ross, A first courses in probability, Prentice Hall, NY
| Training | Study programme | Block | Credits | Mandatory |
|---|---|---|---|---|
| Bachelier en sciences mathématiques | Standard | 0 | 4 | |
| Bachelier en sciences mathématiques | Standard | 1 | 4 |