School / Prep
PREPA DES INP
Internal code
JP4COVAR
Description
Notions on convergent double series
Joint law of a pair of random variables
Marginal laws
Distribution function of a pair of random variables.
Conditional laws
Independence
Law of f(X,Y) where f is a real-valued function. Example: law of X+Y.
Transfer theorem
Variance of a sum
Covariance and properties. Correlation coefficient
Teaching hours
- CMLectures5,33h
- TDTutorial13,33h
- TDMMachine Tutorial1h
Assessment of knowledge
Initial assessment / Main session - Tests
Type of assessment | Type of test | Duration (in minutes) | Number of tests | Test coefficient | Eliminatory mark in the test | Remarks |
---|---|---|---|---|---|---|
Integral Continuous Control | Proctored homework | 1 |