Fundamentals of Probability and Statistics

Catalog of Télécom SudParis courses

Code

IGFE MAT 4105

Level

M1

Graduate

Graduate

Semester

Fall

Domain

Mathématiques

Program

Programme Ingénieur

Language

Anglais/English

ECTS Credits

3

Class hours

30

Workload

60

Program Manager(s)

Department

  • Direction des Formations

Educational team

Organisation

Cours/TD/TP/projet/examen : 30

Learning objectives

This standard probability and statistics refresher module is essentially intended for giving the tools for the modelling of queuing processes.

Prerequisites

At least some knowledge about discrete probabilities

Content

- 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

Pedagogical methods

Courses/Tutorials/Homeworks