Probability – M

Objectives

Master the notions of distribution and conditional expectation, with a view to their intensive use in second-year regression and econometrics courses.

Know and know how to use the different modes of convergence of a series of random variables, concepts that will be used in inferential statistics and introduction to statistical tests courses.

Course outline

Expectation and conditional law: definition and construction of conditional expectation. Notion of conditional probability distribution. Calculation techniques.

Stochastic convergence: convergence in law, convergence in probability, convergence in Lp, almost certain convergence. Relationships between these convergences. Law of large numbers, central limit theorem, asymptotic confidence interval.

Prerequisites

Probability and integration courses for the 1st semester of the first year at school