Coursebooks 2016-2017

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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

    • 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, 2016-2017, 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, 2016-2017, 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
    • 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