MSC-MTS102A: Probability & Statistics

Presentation

Develops the basic concepts of probability and random variables.

Objectives

The aim of the course is to develop the ability to construct and analyze probabilistic models.

Duration: 36h

Content

The course covers the fundamentals of probability theory: probabilistic models, discrete and continuous random variables, multiple random variables.

Recommended text books:

Introduction to probability - D.P. Bertsekas and J.N. Tsitisklis - Athena Scientific

Probability, Random Variables, and Stochastic Processes - A. Papoulis - Mc Graw-hill International Editions

Organization

Examination

1- an oral presentation of one of the practical projects
2- 2 hour written exam

Scheduled activities

• C1 (1h30)   Sample Space Probability
• PC1 (1h30)   PC1
• C2 (1h30)   Discrete Random Variables
• PC2 (1h30)   PC2
• C3 (1h30)   General Random Variables
• PC3 (1h30)   PC3
• C4 (1h30)   Further Topics on Random Variables
• PC4 (1h30)   PC4
• BE1 (3h)   BE1
• TP1a (3h)   Random Variable Generation
• TP2a (3h)   Stochastical optimization algorithme
• C5 (1h30)   Bivariate Normal Distribution
• PC5 (1h30)   PC5
• TP3a (3h)   Integration based on Monte Carlo trials
• C6 (1h30)   Statistic - Estimator
• PC6 (1h30)   PC6- Estimators
• C7 (1h30)   C7 - Statistical Test 1/2
• PC7 (1h30)   PC7 - Statistical Test 1/2
• C8 (1h30)   C8 - Statistical Test 2/2
• PC8 (1h30)   PC8 - Statistical Test 2/2
• TP4 (3h)   TP4 - Statistics

Team

Recommended reading

Introduction to probability - D.P. Bertsekas and J.N. Tsitisklis - Athena Scientific

Probability, Random Variables, and Stochastic Processes - A. Papoulis - Mc Graw-hill International Editions