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| STAT0067-3 | Probability and statistical inference
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| Duration : | 60h Th, 30h Pr |
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| Credits/ECTS : |
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| Holder(s) : | Cédric Heuchenne |
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| Language : | Langue française |
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| Course contents : | The course is divided into two parts. The first one introduces basic probability concepts and the second one describes statistical inference in a general way. In the first part, the probability model is displayed with the corresponding main properties. Next, we explain how some phenomena can be described by random variables (discrete, continuous, uni- and bivariate)and their standart quantities. Finally, usual discrete and continuous laws for random variables are developed. In the second part, the concept of sample taken from a population is introduced. We focus on the fact that a statistic constructed from the sample is a basis for statistical inference. Its distribution enables to evaluate precision of pointwise estimators, to build confidence intervals and to control error risk when testing hypothesis. |
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| Course objective : | This course is a prerequisite for other courses teached later in the program. Indeed, a number of quantitative methods in management is based on concepts introduced in this course. Thus, the student should be able to understand and handle probability and statistics basic concepts. |
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| Prerequisites : | STAT0003-1 Descriptive Statistics |
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| Workshops : | 30h exercises during both semesters. |
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| Organization : | A1. Ex-cathedra classes during both semesters of the academic year.
A1. Study and comprehension of the course.
A2. Supervised exercises during the whole year. A teaching assistant supervises students solving exercises individually during programmed sessions. Supplementary exercises are placed at the disposal of students. |
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| Written notes : | Syllabus and slides used during the theoretical lectures.
Advised books:
-Droesbeke J-J. (1997), Eléments de Statistique, 3e édition, Editions de l'Université de Bruxelles/Editions Ellipses.
-Lecoutre J-P. (1998), Statistique et Probabilités, Dunod.
-Saporta G. (1990), Probabilités, Analyse des Données et Statistique, Editions Technip. |
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| Assessment : | Written exams in January (about the first part of the course and representing 50% of the first session evaluation), in June (about the second part of the course and also representing 50% of the first session evaluation) and in second session (one exam for both parts). |
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| Contacts : | Cédric HEUCHENNE, HEC-ULg Management School of the University of Liège, B31, local 2.53, email: C.Heuchenne@ulg.ac.be |
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