Elements of Statistics


The aim of this course, which will be delivered intensively at the beginning of the year, is to introduce or recall the fundamental principles and tools of Mathematical Statistics. It will be assumed that the students have a good knowledge of classical probability.

The course will first explain, using simple examples, the fundamental problems of Statistics and their duality with those of Probability. We will then give elements on Statistical Decision Theory (including the Bayesian perspective), the linear Gaussian model, classical estimation methods,… We will also try to highlight the problems linked to the choice of models: relationship