Elements of statistics
MATH0487-2, University of Liège, Fall
Instructors: Lecturer: Pierre Sacré Teaching assistants: Antoine Debor, Antoine Evens, Jérôme Pierre Student instructors: Benjamin Keutgen, Bérémice Rauw, ??
When: Tuesdays, 8:15am-10:15am.
Where: check on Celcat.
Communication: Ed Discussion is our primary digital channel for communication about the course. Sign up here: (use your @student.uliege.be email address). If you haven't received a registration email by the first day of the class, send an email to . An announcement about the course organization is waiting for you there.
Announcements
- For all future announcements, please sign up on for MATH0487 Elements of statistics.
- Welcome to the Fall edition of MATH0487!
Schedule and materials
Slides are made available as the semester progresses.
This tentative schedule is subject to change.
Date | Topics |
---|---|
Tue 17/09 | Overview [slides] Introduction [slides] Models, likelihood, estimation, and method of moments [slides] |
Tue 24/09 | Loss functions, bias-variance tradeoff, and asymptotics [slides] |
Tue 01/10 | Exercises 1 [list] |
Tue 08/10 | Maximum likelihood estimation [slides] |
Tue 15/10 | Exercises 2 [list] |
Tue 22/10 | Confidence intervals [slides] |
Tue 29/10 | No class (All Saints' holidays) |
Tue 05/11 | Exercises 3 [list] |
Tue 12/11 | Regression [slides] |
Tue 19/11 | Exercises 4 [list] |
Tue 26/11 | Hypothesis testing [slides] |
Tue 03/12 | Exercises 5 [list] |
Tue 10/12 | Bayesian statistical inference [slides] |
Tue 17/12 | Exercises 6 [list] |
Additional materials
Most relevant books (see on myULiège):
- All of statistics: A concise course in statistical inference Larry Wasserman Springer, 2004
- Mathematical statistics and data analysis John A. Rice Cengage Learning, 2014
- Mathematical methods for physics and engineering K. F. Riley, M. P. Hobson, S. J. Bence Cambridge University Press, 2006 (chapter 30 ‘Probability’ and chapter 31 ‘Statistics’)
Lecture slides from MATH0062 2023-2024 [slides].
Archives
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- Fall 2019: theory, practice (L. Wehenkel)
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- Fall 2017: theory, practice (L. Wehenkel)