Second semester

Probability – M

Teacher(s): Jérémy BETTINGER, Basile DE LOYNES, Mohamed EL HASNAOUI, Guillaume MAILLARD

Course type: STATISTICS

Correspondant: Adrien SAUMARD

Unit: Module 1-06-M-E-S: Inferential Statistics

Number of ECTS: 1

Course code: 1ASTA08-M

Distribution of courses

Heures de cours : 10.5

Heures de TP : 12

Language of teaching: French

Evaluation methods: examen écrit

Objectives

Master the concepts of conditional distribution and expected value, with a view to their intensive use in second-year regression and econometrics courses. Understand and be able to use the different modes of convergence of a sequence of random variables, concepts that will be used in inferential statistics and introductory statistical testing courses. Understand the law of large numbers and the central limit theorem, fundamental results for statistics

Course outline

Expectation and Conditional Distribution: Definition and construction of conditional expectation. Concept of conditional probability distribution. Computational techniques. Stochastic convergence: convergence in distribution, 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 course and integration of the first semester of the first year of school