ECTS
4 credits
Component
Faculty of Science
Description
To illustrate with a probabilistic point of view the notions seen in the UE " measure - integration - Fourier ", and to introduce the necessary tools to the students who will follow the UE of Stochastic Modeling in the second semester of L3.
Objectives
This EU will address the following:
- Probabilistic modeling: probability space, probability law, Bayes formula, independence of events and tribes
- Random variables: definition, examples, usual laws, independence. Distribution function for random variables and vectors. Expectation. Characteristic function
- Law of large numbers: law of 0-1, almost sure convergence and in probability. Application to point estimation
- Central Limit Theorem: convergence in law, comparison with other convergences. Application of the central limit theorem to interval estimation.
Necessary pre-requisites
The analysis and probability courses of L1 and L2, in particular :
- HAX304X Probability
Recommended prerequisites: L2 math
Additional information
Hourly volumes:
CM : 18
TD : 18
TP: -
Land: -