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Probabilities

  • School / Prep

    PREPA DES INP

Internal code

JP4PROBA

Description


Probabilities on a continuous universe: random variable, distribution function, density, moments (expectation, variance), independence of two random variables, Markov and Bienaymé-Tchebychev inequalities
Usual continuous laws: uniform on a segment, exponential, normal, Gaussian, convergence in law, limit central th, law approximation (Binomiale by Normal, Poisson by Normal), continuity correction. or pairs of v.a.
Probabilities on a countable universe definition of probability space, events, independence of events, conditional probabilities, compound probability formula, total probability formula, Bayes formulas, discrete random variables, law of a random variable, expectation, transfer theorem, variance, we deal directly with the countable case. Usual discrete laws: discrete uniform law (equidistributed law), binomial law including Bernoulli's law, Poisson's law and geometric law.

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Teaching hours

  • CMLectures5,33h
  • TDTutorial9,33h
  • TDMMachine Tutorial1h

Assessment of knowledge

Initial assessment / Main session - Tests

Type of assessmentType of testDuration (in minutes)Number of testsTest coefficientEliminatory mark in the testRemarks
Integral Continuous ControlProctored homework1