2023-2024 / MATH0495-1

Elements for calculating probabilities

Duration

26h Th, 26h Pr, 5h Proj.

Number of credits

 Bachelor of Science (BSc) in Computer Science5 crédits 

Lecturer

Laurent Loosveldt

Language(s) of instruction

French language

Organisation and examination

Teaching in the first semester, review in January

Schedule

Schedule online

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit contents

The aim of this course is to learn the basic notions of probabilities. In the first chapter, we present the formalism of events as well as a first approach of "everyday probabilites" based on combinatorics arguments. In order to develop a more formal approach, the second chapter deals with some tools from mathematical analysis. The axiomatic approach of proibabilities is the main point of chapter 3 where we focus on definining the notions of probability measure, conditional probability and independence of events. Random variables, which are the main objetcs of probabilities, are studied in chapter 4 while chapter 5 is devoted to the independence of random variables. In chapter 6, we give a first approach to the conditional expectation. Finally, in chapter 7, we present some "limit theorems" which will play a major role in statistical inference.

Learning outcomes of the learning unit

The student will be able to recognize and solve elementary probabilistic problems. 

Prerequisite knowledge and skills

Elementary algebra, elementary calculus.

Planned learning activities and teaching methods

Theoretical lectures and supervised problem solving sessions.

Mode of delivery (face to face, distance learning, hybrid learning)

Face-to-face.

Recommended or required readings

The notes of the lectures are available on eCampus.
Slides and exercises lists will also be uploaded on ecampus.
 

List of the main reference:

- Michael Baron, Probability and Statistics for computer scientists, 3rd Edition, CRC Press, 2019.
- J.K Blitzstein et J. Hwang, Introduction to Probability, Taylor and Francis, 2019.

Exam(s) in session

Any session

- In-person

written exam ( open-ended questions )

Other : Project


Additional information:

The final grade will be obtained after a written exam concerning both theory and exercises.

Work placement(s)

None.

Organisational remarks and main changes to the course

See eCampus

Contacts

Laurent Loosveldt

Email : l.loosveldt@uliege.be 

Département de Mathématique,
Allée de la Découverte, 12
4000 Liège Belgium
B37, Office 0/59
 

Association of one or more MOOCs