Probability/Statistics

Ects : 4

Enseignant responsable :

Volume horaire : 36

Description du contenu de l'enseignement :

Chapter 1 : We mostly review the concepts covered in the stat I course (UE 07). Chapter 2 : Sampling.

  • Sampling, sample mean, sample variance.
  • Convergence in probability and in distribution
  • Law of large numbers
  • Central limit theorem

Chapter 3 : Estimation

  • Parametric estimation
  • Bias, variance and mean squared error
  • Moment method estimation
  • Maximum likelihood estimation
  • Confidence intervals

Pré-requis recommandés :

It is an asset if you know the basics of Python ( first year course "informatique"). But the knowledge of Python is not mandatory for this statistics course. It is also an asset if you are comfortable with chapters 1 and 2 of the stat I handout on descriptive statistics (UE 07, "POLY-StatDesc-L1").

Pré-requis obligatoires :

  1. The Stat I handout on probabilities (UE 07, "Partie 1 : Probabilités").
  2. The course called "outils mathématiques" (UE 15).
Coefficient : 1