Fundamentals of Probability and Statistics

Catalogue des cours de Télécom SudParis

Code

IGFE MAT 7001

Semestre

Fall

Domaine

Mathématiques

Programme

Master

Langue

Anglais/English

Crédits ECTS

3

Heures programmées

30

Charge de travail

60

Coordonnateur(s)

Département

  • Direction des Formations

Equipe pédagogique

Organisation

Cours/TD/TP/projet/examen : 30

Acquis d'apprentissage

This module is a refresher course in probability intended, through exercises and problems, to assimilate the main definitions and theorems of probability.
It is intended to be able to apply probabilities wisely in various fields of engineering sciences.

Prérequis

At least some knowledge about discrete probabilities

Contenu

- General theorems of probability;
- Random variable, change of variables;
- Distributions derived from Poisson and Gaussian distributions;
- Convergence of sequences of random variables;
- Markov processes, Markov chains;
- Random variable simulation;

Evaluation

- Nine homeworks given at the issue of each of the 10 classes
- No written exam

Approches pédagogiques

Courses/Tutorials/Homeworks