Probability and Mathematical Statistics
- UE code ECGEB252
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Schedule
45 22.5Quarter 2
- ECTS Credits 5
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Language
French
- Teacher
This course aims at providing an understanding of probabilities. In particular, in representing uncertain phenomenae as random variables. It also provides an introduction to statistical inference.
The study of probability includes: - a reminder of discrete random variables ; - an introduction to continuous random variables ; - an introduction to correlation and independance. The study of statistical inference includes : - the concepts of random sampling ; - the basics of statistical estimation ; - the study of tests of hypotheses ; - the application to the main cases related to the normal distribution; - an introduction to some non parametric methods. The level of the course is similar to that of "Introductory statistics" by T.H. Wonnacott& R.J. Wonnacott, Wiley.
Written exam + RStudio project. Details will be given during the first lecture.
Lecture notes.
Training | Study programme | Block | Credits | Mandatory |
---|---|---|---|---|
Bachelier en sciences économiques et de gestion | Standard | 0 | 5 | |
Bachelier en ingénieur de gestion | Standard | 0 | 5 | |
Bachelier en sciences économiques et de gestion | Standard | 2 | 5 | |
Bachelier en ingénieur de gestion | Standard | 2 | 5 |