Coursebooks 2017-2018

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Probabilities and statistics

MATH-232

Lecturer(s) :

Davison Anthony C.

Language:

English

Summary

A basic course in probability and statistics

Content

Revision of basic set theory and combinatorics.

Elementary probability: random experiment; probability space; conditional probability; independence.

Random variables: basic notions; density and mass functions; examples including Bernoulli, binomial, geometric, Poisson, uniform, normal; mean, variance, correlation and covariance; moment-generating function; joint distributions, conditional and marginal distributions; transformations.

Many random variables: notions of convergence; laws of large numbers; central limit theorem; delta method; applications.

Descriptive statistics: basic graphs and statistics; notions of robustness.

Statistical inference: different types of estimator and their properties and comparison; confidence intervals; hypothesis testing; likelihood inference and statistical modelling; Bayesian inference and prediction; examples.

Learning Prerequisites

Required courses

Analyse I, II

Algèbre linéaire

Learning Outcomes

By the end of the course, the student must be able to:

Teaching methods

Ex cathedra lectures, exercises and problems

Assessment methods

Quizzes, mid-term test, final exam

Supervision

Office hours No
Assistants Yes
Forum Yes

Resources

Bibliography

Ross, S. (2012) A first course in probability (9th edition). Pearson.

Aussi disponible en traduction française (PPUR): `Initiation aux probabilités'.

A polycopié of the course notes, with the problems etc., will also be available.

Moodle Link

Prerequisite for

Electrométrie, Théorie du signal, Télécommunications, Information et codage, Fiabilités, ...

In the programs

  • Computer Science, 2017-2018, Bachelor semester 4
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      6
    • Subject examined
      Probabilities and statistics
    • Lecture
      4 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Passerelle HES - IN, 2017-2018, Spring semester
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      6
    • Subject examined
      Probabilities and statistics
    • Lecture
      4 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Passerelle HES - SC, 2017-2018, Spring semester
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      6
    • Subject examined
      Probabilities and statistics
    • Lecture
      4 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Communication Systems, 2017-2018, Bachelor semester 4
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      6
    • Subject examined
      Probabilities and statistics
    • Lecture
      4 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks

Reference week

MoTuWeThFr
8-9
9-10
10-11
11-12
12-13
13-14 CE1
14-15CE6
15-16
16-17CE6
17-18
18-19
19-20
20-21
21-22
Lecture
Exercise, TP
Project, other

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  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German