Probability/Statistics

ECTS : 4

Lecturer in charge : Katia MULLER MEZIANI (https://dauphine.psl.eu/recherche/cvtheque/meziani-katia)

Language of instruction : French

Teaching hours : 36

Course content:

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

• 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

Mandatory prerequisites

1. The Stat I handout on probabilities (UE 07, "Partie 1 : Probabilités").  
2. The  course called "outils mathématiques" (UE 15). 

Recommended prerequisites

It is an asset if you know the basics  of Python ( first year course "informatique"). But the knowledge of Python is not mandatory for this  statistics course.
It is also an asset if you  are comfortable with chapters 1 and 2 of the stat I  handout on  descriptive statistics  (UE 07,  "POLY-StatDesc-L1"). 

Weighting : 1.00