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.
Probability laws, Random variables with density, numerical simulations, estimators, parametric tests, linear regression.
- Random Variables ( Probability, density, distribution function)
- Mean, Variance 3 Random vectors
- Asymptotic theorems
- Estimators with confidence intervals
- Statistical tests
- Linear Regression
- Doing some calculus with computers.
- Simulations with MATLAB.
- Be able to run numeric calculus to solve statistical inference problem.
- Be able to construct and analyse a linear regression.
Final mark = 75% Knowledge + 25% Know-how (Knowledge N1 = 100% final exam and know-how N2 = 100% final exam).