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 MOISANContent(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->Core Curriculum 1Y->Semester 2
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