Fiches de cours 2016-2017

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Probabilities and statistics

MATH-232

Enseignant(s) :

Davison Anthony C.

Langue:

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, ...

Dans les plans d'études

    • Semestre
       Printemps
    • Forme de l'examen
       Ecrit
    • Crédits
      6
    • Matière examinée
      Probabilities and statistics
    • Cours
      4 Heure(s) hebdo x 14 semaines
    • Exercices
      2 Heure(s) hebdo x 14 semaines
  • Passerelle HES - IN, 2016-2017, Semestre printemps
    • Semestre
       Printemps
    • Forme de l'examen
       Ecrit
    • Crédits
      6
    • Matière examinée
      Probabilities and statistics
    • Cours
      4 Heure(s) hebdo x 14 semaines
    • Exercices
      2 Heure(s) hebdo x 14 semaines
  • Passerelle HES - SC, 2016-2017, Semestre printemps
    • Semestre
       Printemps
    • Forme de l'examen
       Ecrit
    • Crédits
      6
    • Matière examinée
      Probabilities and statistics
    • Cours
      4 Heure(s) hebdo x 14 semaines
    • Exercices
      2 Heure(s) hebdo x 14 semaines
    • Semestre
       Printemps
    • Forme de l'examen
       Ecrit
    • Crédits
      6
    • Matière examinée
      Probabilities and statistics
    • Cours
      4 Heure(s) hebdo x 14 semaines
    • Exercices
      2 Heure(s) hebdo x 14 semaines

Semaine de référence

 LuMaMeJeVe
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     
 
      Cours
      Exercice, TP
      Projet, autre

légende

  • Semestre d'automne
  • Session d'hiver
  • Semestre de printemps
  • Session d'été
  • Cours en français
  • Cours en anglais
  • Cours en allemand