Statistiques

ECTS : 4

Volume horaire : 36

Description du contenu de l'enseignement :

This course aims to introduce statistical estimation and tests which are essential to assess economic data and which constitute a foundation of econometric analysis. The sessions will be divided into theoretical lectures and applied exercises on economic data using R software.  

Course outline

1. Basic concepts in probability
2. Surveys, inference and sampling
3. Point and interval estimation
4. Parametric tests: hypothesis testing for a proportion, mean and variance
5. Parametric tests: hypothesis testing for a difference of proportions, means and variances
6. Non-parametric tests: Chi Square tests 

Compétence à acquérir :

• Understanding the theoretical foundations of statistical inference 
• Acquiring the ability to perform statistical tests on real data
• Using R for sampling, estimation and testing purposes 

Mode de contrôle des connaissances :

• Mid-term exam (35%)
• Final exam (50%)
• R project (15%)

Bibliographie, lectures recommandées :

• M. Lejeune. Statistique : La théorie et ses applications, Springer Verlag France, 2015.
• M. Maumy-Bertrand, F. Bertrand. Initiation à la statistique avec R, Dunod, 2018.
• P. Tassi. Méthodes statistiques, Economica, 2004.