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Our engineering & Master degrees
Our engineering & Master degrees

> Studies

Probabilities & Statistics - 3PMKPBS6

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  • Number of hours

    • Lectures : 14.0
    • Tutorials : 12.0
    • Laboratory works : ?
    • Projects : ?
    • Internship : ?
    ECTS : 2.5

Goals

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

Contact Eric MOISAN

Content

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


Prerequisites

Tests

A written exam, 3 hours long.



80% DS + 20% contrôle continu

Additional Information

Curriculum->F1Y-PMP->Semester 6
Curriculum->F1Y-PET->Semester 6
Curriculum->1Y Core Curriculum->Semester 6
Curriculum->Common courses->Semester 6

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

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Date of update March 19, 2019

Grenoble INP Institut d'ingénierie Univ. Grenoble Alpes