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| STAT1208-2 | Probability and statistical inference
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| Duration : | 50h Th, 15h Pr |
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| Number of credits : |
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| Lecturer : | Cédric Heuchenne |
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Language(s) of instruction :
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| French language |
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Course contents :
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| The course is divided into two parts. The first one introduces random quantities on the basis of basic probability concepts and the second one describes statistical inference in a general way. In the first part, we explain how some phenomena can be described by random variables (discrete, continuous, uni- and multivariate) and their standard quantities. Next, usual discrete and continuous laws for random variables and vectors 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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Learning outcomes of the course :
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| 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 and co-requisites/ Recommended optional programme components :
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| Basic probability, Kolmogorov's axioms, conditional probabilities. This content is included in the course: STAT0003-1 Descriptive Statistics. |
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Planned learning activities and teaching methods :
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| 15h exercises during both semesters. |
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Mode of delivery (face-to-face ; distance-learning) :
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| 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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Recommended or required readings :
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| 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 methods and criteria :
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| Written exams in the first and second sessions (about the whole course -50% of the final mark about theoretical concepts and 50% exercices-). |
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Contacts :
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| 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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