Elements of probability and mathematical statistics

Teacher(s)

Pircalabelu Eugen;

Language

French

Main themes

The course will focus on presenting key probabilistic / inferential concepts, to help students level up for more advanced courses.

Learning outcomes

At the end of this learning unit, the student is able to :

use the appropriate probabilistic model and determine quantities of interest based on it.

understand the properties of different probability distributions and use the "iid" (independent and identically distributed) framework to construct statistical estimators for unknown quantities of the population.

assess the quality of such estimators and supplement them with inference tools such as confidence intervals.

perform hypothesis testing and understand statistical errors associated with statistical decisions.

Bibliography

Wackerly, D.D., Mendenhall, W. et Scheaffer, R.L. (2007). Mathematical Statistics with Applications, 7th Ed., International student edition, Brooks-Cole.
Rice J.A. (2007). Mathematical Statistics and Data Analysis 3rd Ed., Duxbury Press.
Droesbeke, J.-J. (1997). Eléments de Statistique. Editions de l’Université de Bruxelles & Editions Ellipses.

Faculty or entity

LSBA