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| STAT0067-1 | Probability and statistical inference | ||||||||
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| Duration : | 60h Th, 15h Pr | ||||||||
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| Holder(s) : | Louis Esch | ||||||||
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| Course contents : | 1st part : Probability Theory
- Basic notions (random situation and probability) - Conditioning and probability trees - Independance and Bernoulli model - Random variable and probability distribution - Typical parameters and moments of r.v. - Inequalities - Couples of r.v. - Theoretical distributions (discrete laws, continuous laws and limit theorems) - Applications (life probabilities, decision trees and Markov chains) 2nd part : Statistical inference - Object, variables and observations - Population and sample - Point estimation (estimators : properties and construction) - Confidence interval (sampling distribution, C.I., population parameters, sample size, regression and forecasting) - Statistical tests (principle and power, population parameters, goodness-of-fit, independence, tests about regression, nonparametrical tests) | ||||||||
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| Course objective : | - Allow to understand probability calculus and to modelize random situations - Provide probabilistic basics useful for statistical inference, operational research and financial and actuarial applications) - Allow to use principles and basic methods of statistical inference (estimation and tests) | ||||||||
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| Prerequisites : | - Descriptive statistics - Elements of differential and integral calculus | ||||||||
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| Organization : | - Ex-cathedra lectures (theory) - Exercises with groups | ||||||||
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| Written notes : | Copy of slides
Reference books - ROSS S.M., Initiation à la théorie des probabilités, Presses polytechniques romandes - DROESBEKE J.J., Eléments de statistique, Ellipses | ||||||||
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| Assessment : | Written examination in january, 1st and 2nd sessions | ||||||||
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| Contacts : | Louis Esch HEC-Ecole de gestion de l'Université de Liège (bâtiment N1) Tél. : 04/232.73.00 e-mail : louis.esch@ulg.ac.be | ||||||||
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ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 18/05/2007
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