Advanced Probabilities and statistic 1 - 4MMPSA1

Informations générales

  • Number of hours

    • Lectures 24.0
    • Projects -
    • Tutorials 20.0
    • Internship -
    • Laboratory works 4.0
    • Written tests -

    ECTS

    ECTS 4.0

Responsible(s)

Christophe DUTANG

Test

Evaluation : 40% of Examen écrit and 60% of Examen écrit (3h)

Resit : 33% of Examen écrit (reported score) and 67% of Examen écrit (3h)

In the first session, CC is a partial written exam (2h) and ET1 is the final written exam (3h), with In the second session, ET2 is a written exam (3h).

Calendar

The course exists in the following branches:

  • Curriculum - Core curriculum - Semester 7
see the course schedule for 2026-2027

Additional Information

Course ID : 4MMPSA1
Course language(s): FR

You can find this course among all other courses.

Bibliography

P. Embrechts, C. Kluppelberg and T. Mikosch, Modelling extremal events, Springer, 1997.
P.A. Ferrari, A. Galves, Coupling and regeneration for stochastic processes Notes for a minicourse presented in XIII Escuela Venezolana de Matematicas, 2000
D. Foata, A. Fuchs, and J. Franchi, Calcul des probabilités - 3e édition : Cours, exercices et problèmes corrigés, Mathématiques, Dunod, 2012.
D. Fourdrinier, Statistique inférentielle, Dunod, 2002.
J. Jacod and P. Protter, L’essentiel en théorie des probabilités, Collection Enseignement des mathématiques, Cassini, 2003.
D. Lamberton and B. Lapeyre, Introduction au calcul stochastique appliqué à la finance, Ellipses Marketing, 1997.
G. Saporta : Probabilités, analyse des données et statistique, Technip, 2011.