Statistics

ECTS : 5

Description du contenu de l'enseignement :

Chapter 1 : We mostly review the concepts covered in the stat I course (UE 07). 
Chapter 2 : Sampling.  Chapter 3 : Estimation

• Sampling, sample mean, sample variance.
• Convergence in probability and in distribution
• Law of large numbers
• Central limit theorem
• Parametric estimation
• Bias, variance and mean squared error
• Moment method estimation
• Maximum likelihood estimation 
• Confidence intervals

Compétence à acquérir :

Understanding the usefulness and limitations of modeling by random models, in particular sampling models in the context of parametric statistics.