MATH-235 / 4 crédits

Enseignant: Stensrud Mats Julius

Langue: Anglais

## Summary

Introduction to notions of probability and basic statistics.

## Content

1. Probability and counting

2. Conditional probability

3. Random variables and their distributions

4. Expectation

5. Continuous random variables

6. Moments

7. Joint distributions

8. Transformations

9. Conditional expectation

10. Inequalities and limit theorems

11. Basic statistics

12. Design of experiments

## Learning Outcomes

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

• Demonstrate understanding of the course material
• Apply the course material to answer exercises and real life questions

## Transversal skills

• Use a work methodology appropriate to the task.

## Teaching methods

Lectures and group exercises

## Expected student activities

Students should be prepared to participate in their learning by participating during lecture, asking questions, and contributing to exercise sessions

Written

## Bibliography

• Introduction to Probability by Blitzstein (https://drive.google.com/file/d/1VmkAAGOYCTORq1wxSQqy255qLJjTNvBI/edit)

## Dans les plans d'études

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

## Semaine de référence

Mercredi, 13h - 15h: Cours CM1

Mercredi, 15h - 17h: Exercice, TP CE1100
CM1
CO120
CO124

## Cours connexes

Résultats de graphsearch.epfl.ch.