2023-2024 / MATH0062-1

Elements of probability calculus

Duration

15h Th, 10h Pr, 25h Proj.

Number of credits

 Bachelor of Science (BSc) in Engineering3 crédits 

Lecturer

Pierre Sacré

Language(s) of instruction

French language

Organisation and examination

Teaching in the second semester

Schedule

Schedule online

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit contents

The course provides an introduction to probability, as a language and set of tools for
understanding statistics, science, risk, and randomness.
 
The following topics are addressed:
- Probability and counting;
- Conditional probability and Bayes' rule;
- Discrete random variables;
- Continuous random variables;
- Joint distributions;
- Conditional expectation;
- Transformations;
- Inequalities and limit theorems.

Learning outcomes of the learning unit

At the end of the course, the student will be able to apply probabilistic methods to problems of reasoning under uncertainty, by being able to model them and identify the main resolution steps. He/she will also be knowledgeable about the main analytical and computational techniques useful to compute numerical solutions.

This course contributes to the learning outcomes I.1, I.2, II.1, III.1, III.2, IV.1, V.2, VI.1, VII.2 of the BSc in engineering.

Prerequisite knowledge and skills

The course relies on basic knowledge of calculus, algebra, geometry, and elements of computer science and applied mathematics.

Planned learning activities and teaching methods

The course includes ex-cathedra lectures, exercise sessions, and homework.

Mode of delivery (face to face, distance learning, hybrid learning)

Face-to-face course

Recommended or required readings

The course material will be made available as the semester progresses.

Main reference:
- Blitzstein, Joseph K., and Jessica Hwang. Introduction to Probability. Second edition. Boca Raton: Taylor & Francis, 2019.

Exam(s) in session

Any session

- In-person

written exam

Written work / report

Work placement(s)

Organisational remarks and main changes to the course

Contacts

Lecturer: Pierre Sacré (p.sacre@uliege.be).
Webpage: https://people.montefiore.uliege.be/sacre/MATH0062/.

Association of one or more MOOCs