Mathematics for the statistician - Introduction to probability and statistics. [ LSTAT2010 ]
8.0 crédits ECTS
30.0 h + 45.0 h
1q
| Teacher(s) |
Van Keilegom Ingrid ;
Bugli Céline (compensates Van Keilegom Ingrid) ;
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| Language |
French
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Place
of the course |
Louvain-la-Neuve
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| Main themes |
PART I : Mathematics :
Analysis of functions, limits, continuity, derivatives, integrals, matrix algebra.
Part II : Probability :
Event, probability and conditional probability, Bayes theorem, discrete and continuous random variables, particular laws, density function, distribution function, moments, random vector, limit theorems.
PART III : Statistics :
Point estimation, confidence interval and hypothesis testing with application to the case of normal population(s) or proportions.
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| Aims |
By the end of the course, the student will be familiar with the basis of mathematics, probability and statistics, necessary to start the courses of methodology and practice of statistics of the program.
The contribution of this Teaching Unit to the development and
command of the skills and learning outcomes of the programme(s) can be
accessed at the end of this sheet, in the section entitled
“Programmes/courses offering this Teaching Unit”.
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| Content |
Content
PART I : Mathematics :
Analysis of functions, limits, continuity, derivatives, integrals, matrix algebra.
Part II : Probability :
Event, probability and conditional probability, Bayes theorem, discrete and continuous random variables, particular laws, density function, distribution function, moments, random vector, limit theorems.
PART III : Statistics :
Point estimation, confidence interval and hypothesis testing with application to the case of normal population(s) or proportions.
Teaching methods
The course consists of lectures and exercise sessions.
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| Other information |
Evaluation
The evaluation consists of a written exam.
Teaching materials
The course notes will be distributed during the first lecture of the course.
Others
Professors :
- Johan Segers, phone : 010/47 43 11, e-mail : lambert@stat.ucl.ac.be
- Ingrid Van Keilegom, phone : 010/47 43 30, e-mail : vankeilegom@stat.ucl.ac.be
References :
Dowling, E.T. (1995), Mathématique pour l'économiste, McGraw-Hill, London.
Droesbeke, J.-J. (1997). Eléments de Statistique. Editions de l'Université de Bruxelles & Editions Ellipses.
Khuri, A (1993), Advanced calculus with applications in statistics, Wiley, New York.
Wackerly D.D., Mendenhall W. and R.L. Scheaffer 5th Ed (1996) Mathematical Statistics with Applications, ITP, Duxbury Pres
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Faculty or entity
in charge |
> LSBA
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