Offre de formation Centrale Lyon

Probablity and statistics

Objectifs

The main objective of the course is to give common general basis in probability theory and statistics for engineers to all students and to introduce continuous time stochastic processes for fluid mechanics.

Programme

  1. Probability tools
  2. Monte Carlo method
  3. Statistical properties of data
  4. Inferential statistics (confidence intervals, hypothesis tests)
  5. Regression model
  6. Analysis of variance
  7. Brownian motion and Langevin equation

Modalité du contrôle des connaissances

Final mark = 100% Knowledge Knowledge N1 = 67% final exam + 33% continuous assessment

Bibliographie

  • Arak M. Mathai and Hans J. Haubold, Probability and Statistics, A course for physicists and engineers, De Gruyter Textbook, 2010
  • Mario Lefebvre, Applied stochastic processes, Universitext, Springer, 2007
Cours
15h
 
TD
15h
 

Code

24_M_RISE_WWE_BIOSURF_S1_FUND_3

Responsables

  • Elisabeth MIRONESCU
  • Stéphane VALETTE

Langue

Anglais

Mots-clés

Probability models, inferential statistics, Langevin processes, Monte Carlo method.
Offre de formation