2024-2025 / MATH0495-1

Elements for calculating probabilities

Part 1: Analysis tools for probabilities

Part 2: Probability theory

Duration

Part 1: Analysis tools for probabilities : 6h Th
Part 2: Probability theory : 20h Th

Number of credits

 Bachelor of Science (BSc) in Computer Science5 crédits 

Lecturer

Part 1: Analysis tools for probabilities : Laurent Loosveldt
Part 2: Probability theory : Laurent Loosveldt

Language(s) of instruction

French language

Schedule

Schedule online

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit contents

Part 1: Analysis tools for probabilities

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

Part 1: Analysis tools for probabilities

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

Prerequisite knowledge and skills

Part 1: Analysis tools for probabilities

Elementary algebra, elementary calculus.

Planned learning activities and teaching methods

Part 1: Analysis tools for probabilities

Theoretical lectures and supervised problem solving sessions.

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

Part 1: Analysis tools for probabilities

Face-to-face.

Part 1: Analysis tools for probabilities

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.

Part 1: Analysis tools for probabilities

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)

Part 1: Analysis tools for probabilities

None.

Organisational remarks and main changes to the course

Part 1: Analysis tools for probabilities

See eCampus

Contacts

Part 1: Analysis tools for probabilities

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