Ce cours d'introduction aux probabilités a la même contenu que le cours de tronc commun de première année de l'École polytechnique donné par Sylvie Méléard.
Aléatoire : une introduction aux probabilités - Partie 2
Aléatoire : une introduction aux probabilités - Partie 2
Instructors: Sylvie Méléard
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17 hours to complete
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Taught in French
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There are 6 modules in this course
Nous entamons cette semaine le Cours 4 dont le sujet est les vecteurs aléatoires, c'est-à-dire, une collection finie de variables aléatoires réelles, comme par exemple des couples de variables aléatoires. Ce cours s'étend sur deux semaines.
What's included
8 videos3 readings1 assignment2 plugins
Il s'agit de la suite et de la fin du Cours 4. Nous allons en particulier généraliser le résultat qui nous permet de faire des calculs de lois.
What's included
8 videos4 readings1 assignment2 plugins
Nous entamons le Cours 5 dont l'objet principal est le théorème communément appelé la « loi des grands nombres ». Nous introduirons aussi plusieurs notions de convergence d'une suite de variables aléatoires.
What's included
11 videos6 readings1 assignment1 plugin
Nous terminons le Cours 5 en donnant des exemples d'applications de la loi des grands nombres. Nous introduisons également la méthode de Monte Carlo.
What's included
6 videos1 reading1 assignment2 plugins
Nous commençons le Cours 6, le dernier de ce MOOC, à cheval sur deux semaines. Cette semaine, on introduit un nouvel outil très puissant : les fonction caractéristiques.
What's included
2 videos
Cette dernière semaine est consacrée au second pilier de la théorie des probabilités : le théorème de la limite centrale. Ce résultat nécessite une nouvelle notion de convergence : la convergence en loi. Nous verrons notamment une application aux intervalles de confiance qui sont utilisés pour les sondages.
What's included
11 videos5 readings1 assignment2 plugins
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4.6
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MK
5
Reviewed on Jul 29, 2018
Merci pour ce cours à mi chemin entre la théorie et la pratique; très utile dans l'exploitation et la description du comportement de données en grandes dimensions :)
SP
5
Reviewed on Aug 20, 2018
Cours très intéressant, qui donne envie d'aller plus loin. Merci beaucoup
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