MATH-232 / 6 crédits

Enseignant: Abbé Emmanuel

Langue: Anglais

## 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.

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.

Analyse I, II

Algèbre linéaire

## Teaching methods

Ex cathedra lectures, exercises and problems

Written exam

## Notes/Handbook

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

## Prerequisite for

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

## Dans les plans d'études

• Semestre: Automne
• Forme de l'examen: Ecrit (session d'hiver)
• Matière examinée: Probability and statistics (for IC)
• Cours: 4 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Type: obligatoire
• Semestre: Automne
• Forme de l'examen: Ecrit (session d'hiver)
• Matière examinée: Probability and statistics (for IC)
• Cours: 4 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Type: obligatoire
• Semestre: Automne
• Forme de l'examen: Ecrit (session d'hiver)
• Matière examinée: Probability and statistics (for IC)
• Cours: 4 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Type: obligatoire

## Semaine de référence

Mardi, 11h - 13h: Cours SG1 138
SG0211

Jeudi, 10h - 12h: Cours CE13
PO01

Vendredi, 12h - 14h: Exercice, TP CE1100
CE1101
CE1103
BS160
BS170

## Cours connexes

Résultats de graphsearch.epfl.ch.