Probability and statistics

Provide a solid foundation in probability and statistics, useful for RSI engineers.
Concepts introduced will be reinvested in other courses, notably in digital communications and signal processing.

Knowledge acquired in industrial IUT and BTS.

I Probability theory.
1) Counts. 2) Definitions: event, its probability, etc. 3) Discrete and continuous random variables: properties, distribution function, density, characteristic and generating functions. 4) Pair of v.a.: covariance, correlation 5) Tchebicheff and limit theorems.
2) Case studies: Bernoulli's law, binomial, Poisson, Normal...
3) Notion of random functions.
II Statistics
1) Elements of descriptive statistics (using Excel)
2) Elements of theoretical statistics: estimator, estimation, confidence interval, test of conformity of a theoretical law to a distribution, Chi-square test.

Course handouts