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Probability and Statistics (06_XBSTA)

  • Coefficient : 2
  • Hourly Volume: 51h (including 27h supervised)
    CTD : 18h supervised
    Labo : 9h supervised
    Out-of-schedule personal work : 24h

AATs Lists

Description

  1. Probability :
  • discrete, continuous random variables,
  • usual laws (uniform, Bernoulli, binomial, Poisson, normal, exponential),
  • calculations of expectations and variances,
  • functions of random variables,
  • independent random variables,
  • conditional probabilities,
  • asymptotic behaviour (law of large numbers).
  1. Statistics :
  • concept of sample,
  • estimators,
  • statistical tests.

Learning Outcomes AAv (AAv)

  • AAv1 [heures: 25, B1,B2,B3] : At the end of this course, each student will be able to carry out a parametric point and confidence interval estimation problem in the context of sampling.
  • AAv2 [heures: 26, B1,B2,B3] : At the end of this course, each student will be able to carry out a hypothesis test (test of independence, suitability for a law, proportion, mean and variance).

Assessment methods

One long continuous assessment (coefficient 1), average of several short continuous assessments in CTD (coefficient 1) and in LABO (coefficient 1)

Key Words

Random variables, expectation, variance, standard deviation, sample, statistical tests

Prerequisites

Integral calculus (see S2 and S4 syllabuses)

Resources