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| STAT0067-1 | Probability and statistical inference
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| Duration : | 60h Th, 15h Pr |
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| Credits/ECTS : |
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| Holder(s) : | Louis Esch |
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| Language : | French language |
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| Course contents : | 1st part : Probability Theory
- Random situations, events and probability
- Conditioning, probability trees and independance
- Random variables and probability distribution
- Typical parameters and moments of r.v.
- Stochastic convergences
- Theoretical distributions I (discrete laws, continuous laws and limit theorems)
- Multivariate r.v.
- Moments of multivariate r.v.
- Stochastic processes
- Applications (life probabilities and life tables, decision trees, Markowitz model)
2nd part : Statistical inference
- Introduction (object, variables, observations, population and sample)
- Sampling and sampling distribution
- Theoretical distributions II
- Point estimation (estimators : properties and construction)
- Confidence interval estimation
- Statistical tests (principle and power, conformity and comparison, non parametrical 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 : | Professor
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
Teaching assistants
S. Maron, Bât. N1, Local 306. Tél. : 04 232 73 01
e-mail : Sabine.Maron@ulg.ac.be
M.-C. Cillis, Bât. N1, Local 306. Tél. : 04 232 73 41
e-mail : mccillis@ulg.ac.be |
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