Probability theory and Statistics
Goals
This first part of the course deals with the modelling with random variables. We introduce the notion of density. Some methods of probability calculus, approximations and asymptotic theorems are studied. A important part of the course is devoted to the numerical simulation with MATLAB. The second part of the course deals with statistics. The notions of estimators and tests are introduced. A chapter is devoted to linear regression.
Programme
Probability : (1) Random Variables (2) Mean and variance (3) Random vectors (4) Random variables sequences- Asymptotic results- Monte-Carlo method.
Statistic : (5) Estimation (6) Estimation by confidence intervalle (7) Statistic tests(8) Linear regression
Sustainable development
Sustainable Development Goals
DD&RS level 1
Activity contextualised through environmentally sustainable development and social responsibility and/or supported by examples, exercises, applications.
Programme elements related to sustainable development goals
Probabilist modelization, Monte-Carlo method, Estimation and statistical test, linear regression
Responsibles
- Marie-Christophette BLANCHET
- Céline HARTWEG-HELBERT