Elements of statistics

MATH0487-2, University of Liège, Fall

Instructors:
Lecturer: Pierre Sacré
Teaching assistants: Antoine Evens, Jérôme Pierre, Lucas Stordeur
Student instructors: Tom Beauve, Thomas Leduc, Augustin Voisin

When: Tuesdays, 8:30am-10:30am. Double-check on Celcat.

Where: B31 Durkheim Emile (0/102). Double-check on Celcat.

Communication: Ed Discussion is our primary digital channel for communication about the course. Sign up here: *new sign up link* (choose EU region, use your @student.uliege.be email address). An announcement about the course organization is waiting for you there.

Announcements

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Schedule and materials

Slides are made available as the semester progresses.

This tentative schedule is subject to change.

Date Topics
Tue 15/09 Overview [slides]
Introduction [slides]
Models, likelihood, estimation, and method of moments [slides]
Tue 22/09 Loss functions, bias-variance tradeoff, and asymptotics [slides
Tue 29/09 Exercises 1
Tue 06/10 Maximum likelihood estimation
Tue 13/10 Exercises 2
Tue 20/10 Confidence intervals
Tue 27/10 No class (Fall holidays)
Tue 03/11 Exercises 3
Tue 10/11 Regression
Tue 17/11 Exercises 4
Tue 24/11 Hypothesis testing
Tue 01/12 Exercises 5
Tue 08/12 Bayesian statistical inference
Tue 15/12 Exercises 6

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Additional materials

Most relevant books (see on myULiège):

Lecture slides from MATH0062 2023-2024 [slides].

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Archives

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