• 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. 

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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.

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Necessary prerequisites

Analysis and probability courses in L1 and L2, in particular :

- HAX304X Probability

 

Recommended prerequisites: L2 maths

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Further information

Hourly volumes :

            CM: 18

            TD : 18

            TP: -

            Land: -

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