statistics 2
Bachelor 2nd year
Record #321

Course

statistics 2

Keywords

continuous random variable, stochastic convergence, Gaussian distribution, point estimation, confidence intervals, statistical tests, simple linear regression.

Contents

Continuous random variable. Convergence in distribution, convergence in probability, Gaussian approximation. Parameter estimation : point estimation, interval estimation. Estimation of un unknowm proportion. Statistical tests : one proportion, two proportions, Pearson's chi squared test of goodness of fit. Simple linear regression applied to time series.

Degree

Bachelor 2nd year

Curriculum

Economics and Management

Skills

Calculate continuous distributions characteristics. Evaluate a probability using Gaussian approximation. Build a parameter estimator using the method of moments, and the maximum likelihood method.
Build a one-sample proportion test, a two-sample proportion comparison test, a Pearson's Chi squared goodness of fit test.
Evaluate linear regression model for time series.

Teaching

Patrick Beau - Prag - Hourly volume: 33H cours +15h TD

Teaching methods

Campus-based teaching

Language level required

Not specified