MATH-232 / 6 credits

Teacher: Abbé Emmanuel

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.

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

Teaching methods

Ex cathedra lectures, exercises and problems

Assessment methods

Written exam

 

Resources

Notes/Handbook

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

Moodle Link

Prerequisite for

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

In the programs

  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Probability and statistics (for IC)
  • Lecture: 4 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: mandatory
  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Probability and statistics (for IC)
  • Lecture: 4 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: mandatory
  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Probability and statistics (for IC)
  • Lecture: 4 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: mandatory

Reference week

Tuesday, 11h - 13h: Lecture SG1 138
SG0211

Thursday, 10h - 12h: Lecture CE13
PO01

Friday, 12h - 14h: Exercise, TP CE1100
CE1101
CE1103
BS160
BS170

Related courses

Results from graphsearch.epfl.ch.