# Tronc CommunMathematicsAdapted maths II : Probability theory and Statistics

Lecturer(s): Céline HARTWEG-HELBERT, Marie-Christophette BLANCHET
Course ⋅ 14 hTC ⋅ 16 h

## Objectives

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.

## Palabras clave

Probability laws, Random variables with density, numerical simulations, estimators, parametric tests, linear regression.

## Programme

1. Random Variables ( Probability, density, distribution function)
2. Mean, Variance 3 Random vectors
3. Asymptotic theorems
4. Estimators
5. Estimators with confidence intervals
6. Statistical tests
7. Linear Regression

## Learning Outcomes

• 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.

## Assesment

Final mark = 75% Knowledge + 25% Know-how (Knowledge N1 = 100% final exam and know-how N2 = 100% final exam).