Phelma Formation 2022

Probabilities & Statistics - 3PMCPBS9

  • Number of hours

    • Lectures 14.0
    • Tutorials 10.0

    ECTS

    ECTS 2.0

Goal(s)

To present basic notions probability theory and to give the principles involved in parametric statistics.

Contact Eric MOISAN

Content(s)

  • Measurement and probabilities
  • Random variable
  • Mathematical expectation
  • Characteristic functions
  • Change in variables
  • Curve fitting / Smoothing
  • Estimation theory
  • Hypothesis tests


Prerequisites

Test

A written exam, 3 hours long.



Additional Information

Course list
Curriculum->Common courses->Semester 2
Curriculum->F1A-PET->Semester 2
Curriculum->F1A-PMP->Semester 2

Bibliography

  • J. Bass "Eléments de calcul des probabilités", Masson
  • Borovkov "Statistique mathématique", Editions MIR
  • A. Renyi "Calcul des probabilités", Masson
  • H. Ventsel "Théorie des probabilités", Editions MIR
  • Murray - Spiegel "Probabilités et statistiques", Schaum