ECTS
4 credits
Component
Faculty of Science
Description
Illustrate with a probabilistic point of view the notions seen in the "Measurement - Integration - Fourier" UE, and introduce the tools needed by students who will take the Stochastic Modeling UE in the second semester of L3.
Objectives
This UE will cover the following points:
- 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: 0-1 law, almost certain convergence and 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 prerequisites
Analysis and probability courses in L1 and L2, in particular :
- HAX304X Probability
Recommended prerequisites: L2 maths
Further information
Hourly volumes :
CM: 18
TD : 18
TP: -
Land: -