Ensimag Rubrique Formation 2022

Advanced inferential statistics - 4MMSIA6

  • Number of hours

    • Lectures 16.5
    • Projects -
    • Tutorials 16.5
    • Internship -
    • Laboratory works -
    • Written tests -


    ECTS 3.0


This course presents the mathematical theory of statistical inference. It deepens and completes the Statistical Principles and Methods course.




1. Concepts of statistical inference. Statistical model. Likelihood. Sufficiency.
2. Optimal parametric estimation. Minimum variance unbiased estimation. Fisher Information.
3. Maximum likelihood estimation. Likelihood ratio tests.
4. Nonparametric estimation. Order and rank statistics.
5. Extreme values statistics.
6. Functional estimation.
7. Goodness-of-fit tests.


Probability Theory and Applications, Statistical Principles and Methods (first year).


Written exam (3 hours, documents allowed) (E).

    • MCC en présentiel **
      N1=Examen écrit
      N2=Examen écrit
    • MCC en distanciel**
      N1=Examen à distance
      N2=Examen à distance


The course exists in the following branches:

  • Curriculum - Financial Engineering - Semester 8
  • Curriculum - Math. Modelling, Image & Simulation - Semester 8
see the course schedule for 2023-2024

Additional Information

Course ID : 4MMSIA6
Course language(s): FR

The course is attached to the following structures:

You can find this course among all other courses.


Polycopié de cours.
D. FOURDRINIER : Statistique inférentielle, Dunod, 2002.
J.A. RICE : Mathematical Statistics and Data Analysis, Duxbury Press, 2006.
G. SAPORTA : Probabilités, analyse des données et statistique, Technip, 2011.
J. SHAO : Mathematical Statistics, Springer, 2003.
P. TASSI : Méthodes statistiques, Economica, 2004.