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STATISTICAL PRINCIPLES AND METHODS - Grenoble INP - Ensimag

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Membre de la CDEFI


STATISTICAL PRINCIPLES AND METHODS

ECTS credits : 3.0
 
Hours
Lecture : 18
Tutorial : 18
 
Objectives

The aim of statistics is to provide useful information from random data. This course presents the basic principles of statistical data analysis (description, estimation, tests), and the most usual statistical methods. The focus of the course is application more than theory. The concepts introduced are illustrated with R.


Contact Olivier GAUDOIN
Content

1. Descriptive statistics. Statistical plots. Statistical indicators.
2. Point estimation. Definition and quality of an estimator. Method of moments. Maximum likelihood. 3. Confidence intervals.
4. Testing statistical hypotheses. The decision problem. One-sample parametric tests. Tests on the parameters of a normal distribution, on a proportion. Two-sample tests. Chi-squared test.
5. Linear regression Simple linear regression model. Least squares estimators.



Prerequisites

Probability Theory and Applications (first semester).

Further information
Curriculum->CORE->Semester 2
Bibliography

Polycopié de cours.
P. DAGNELIE : Statistique théorique et appliquée, 2 tomes, De Boeck Université, 2007.
P. DALGAARD : Introductory Statistics with R, Springer, 2002.
D.C. MONTGOMERY, G.C. RUNGER : Applied Statistics and Probability for Engineers, Wiley, 2003.
G. SAPORTA : Probabilités, analyse de données et statistique, Technip, 2006.

Assessment

Written exam (3 hours, documents allowed) and project with R.



N1=1/5*TP + 4/5*E1
N2=E2

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École nationale supérieure d'informatique et de mathématiques appliquées
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